The following pages link to (Q4029028):
Displaying 50 items.
- Density analysis of non-Markovian BSDEs and applications to biology and finance (Q681991) (← links)
- On non-Markovian forward-backward SDEs and backward stochastic PDEs (Q713213) (← links)
- Backward stochastic dynamics on a filtered probability space (Q717884) (← links)
- A probabilistic approach to Dirichlet problems of semilinear elliptic PDEs with singular coefficients (Q717887) (← links)
- Backward SDEs with superquadratic growth (Q718880) (← links)
- SPDIEs and BSDEs driven by Lévy processes and countable Brownian motions (Q739898) (← links)
- Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type (Q741307) (← links)
- Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations (Q744227) (← links)
- A new numerical method for 1-D backward stochastic differential equations without using conditional expectations (Q778246) (← links)
- Decoupled mild solutions of path-dependent PDEs and integro PDEs represented by BSDEs driven by cadlag martingales (Q778789) (← links)
- Machine learning from a continuous viewpoint. I (Q829085) (← links)
- Gradient estimates for nonlinear diffusion semigroups by coupling methods (Q829444) (← links)
- Mean-field backward stochastic differential equations: A limit approach (Q838008) (← links)
- Krylov and Safonov estimates for degenerate quasilinear elliptic PDEs (Q846976) (← links)
- Weak existence and uniqueness for forward-backward SDEs (Q860697) (← links)
- Homeomorphism of solutions to backward SDEs and applications (Q869104) (← links)
- Optimal stopping for dynamic risk measures with jumps and obstacle problems (Q887103) (← links)
- Mean-field backward stochastic differential equations with subdifferential operator and its applications (Q900533) (← links)
- On the continuity of the probabilistic representation of a semilinear Neumann-Dirichlet problem (Q901303) (← links)
- Anticipated backward doubly stochastic differential equations (Q902476) (← links)
- \(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE (Q904206) (← links)
- Forward-backward stochastic equations associated with systems of quasilinear parabolic equations and comparison theorems (Q906002) (← links)
- Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators (Q946220) (← links)
- A stochastic approach to a multivalued Dirichlet-Neumann problem (Q980999) (← links)
- \(\mathbf L_2\)-time regularity of BSDEs with irregular terminal functions (Q981015) (← links)
- Probabilistic representation and approximation for coupled systems of variational inequalities (Q988112) (← links)
- Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations (Q1005288) (← links)
- Backward doubly stochastic differential equations with discontinuous coefficients (Q1012223) (← links)
- Sobolev weak solutions for parabolic PDEs and FBSDEs (Q1018123) (← links)
- Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes (Q1023327) (← links)
- Homogenization of periodic semilinear parabolic degenerate PDEs (Q1030150) (← links)
- Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs (Q1266271) (← links)
- Adapted solution of a degenerate backward SPDE, with applications (Q1275953) (← links)
- Forward-backward stochastic differential equations and quasilinear parabolic PDEs (Q1299974) (← links)
- Wavefront propagation for reaction-diffusion systems and backward SDEs (Q1307456) (← links)
- Backward doubly stochastic differential equations and systems of quasilinear SPDEs (Q1326279) (← links)
- Solving forward-backward stochastic differential equations explicitly -- a four step scheme (Q1326299) (← links)
- Reflected solutions of backward SDE's, and related obstacle problems for PDE's (Q1356364) (← links)
- A numerical scheme for BSDEs (Q1431562) (← links)
- Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient (Q1565878) (← links)
- Convergence of BSDEs and homogenization of semilinear variational inequalities in a convex domain (Q1612753) (← links)
- Infinite horizon forward-backward stochastic differential equations (Q1613582) (← links)
- Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula (Q1634179) (← links)
- Nonlinear valuation under credit, funding, and margins: existence, uniqueness, invariance, and disentanglement (Q1634318) (← links)
- A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint (Q1643396) (← links)
- General mean-field BSDEs with continuous coefficients (Q1645122) (← links)
- Backward stochastic differential equations with Markov chains and related asymptotic properties (Q1653208) (← links)
- Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs (Q1660313) (← links)
- Reflected backward stochastic differential equations with perturbations (Q1661037) (← links)
- Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach (Q1661565) (← links)
