Pages that link to "Item:Q1872517"
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The following pages link to Backward stochastic differential equations and partial differential equations with quadratic growth. (Q1872517):
Displaying 50 items.
- Backward stochastic dynamics on a filtered probability space (Q717884) (← links)
- Backward SDEs with superquadratic growth (Q718880) (← links)
- Convexity bounds for BSDE solutions, with applications to indifference valuation (Q718884) (← links)
- Backward SDEs driven by Gaussian processes (Q740188) (← links)
- Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations (Q744227) (← links)
- On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions (Q784360) (← links)
- Linear forward-backward stochastic differential equations with random coefficients (Q818818) (← links)
- Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space (Q825596) (← links)
- Valuation of power plants by utility indifference and numerical computation (Q836863) (← links)
- Portfolio optimization under entropic risk management (Q839733) (← links)
- On measure solutions of backward stochastic differential equations (Q841478) (← links)
- Harmonic analysis of stochastic equations and backward stochastic differential equations (Q843710) (← links)
- Numerical approach to asset pricing models with stochastic differential utility (Q853855) (← links)
- Weak existence and uniqueness for forward-backward SDEs (Q860697) (← links)
- Necessary and sufficient conditions for near-optimal harvesting control problem of stochastic age-dependent system (Q905312) (← links)
- Backward stochastic differential equations with reflection and weak assumptions on the coefficients (Q927921) (← links)
- Quadratic BSDEs with convex generators and unbounded terminal conditions (Q929376) (← links)
- Closedness results for BMO semi-martingales and application to quadratic BSDEs (Q943646) (← links)
- Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations (Q947150) (← links)
- Well-posedness and regularity of backward stochastic Volterra integral equations (Q948934) (← links)
- Multidimensional BSDE with super-linear growth coefficient: application to degenerate systems of semilinear PDEs (Q984690) (← links)
- Backward stochastic differential equations with time delayed generators -- results and counterexamples (Q990389) (← links)
- Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging (Q997416) (← links)
- Completeness of security markets and backward stochastic differential equations with unbounded coefficients (Q1000013) (← links)
- Backward stochastic differential equations with non-Lipschitz coefficients (Q1030157) (← links)
- Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension. (Q1039065) (← links)
- Efficient consumption set under recursive utility and unknown beliefs. (Q1428170) (← links)
- Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient (Q1565878) (← links)
- Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient (Q1612975) (← links)
- Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909) (← links)
- Constrained LQ problem with a random jump and application to portfolio selection (Q1624199) (← links)
- Stochastic \(L^1\)-optimal control via forward and backward sampling (Q1624907) (← links)
- Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information (Q1663007) (← links)
- BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data (Q1700380) (← links)
- Perfect hedging under endogenous permanent market impacts (Q1709607) (← links)
- An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior (Q1711728) (← links)
- The obstacle problem of integro-partial differential equations with applications to stochastic optimal control/stopping problem (Q1717510) (← links)
- One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators (Q1721897) (← links)
- A stability approach for solving multidimensional quadratic BSDEs (Q1721997) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- Multidimensional Markovian FBSDEs with super-quadratic growth (Q1730937) (← links)
- A class of globally solvable Markovian quadratic BSDE systems and applications (Q1747757) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations (Q1762334) (← links)
- Generalized stochastic differential utility and preference for information (Q1769427) (← links)
- Representation theorem for generators of quadratic BSDEs (Q1782045) (← links)
- Existence, uniqueness and stability of \(L^1\) solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type (Q1800958) (← links)
- A forward-backward SDE approach to affine models (Q1932521) (← links)
- On securitization, market completion and equilibrium risk transfer (Q1932526) (← links)
- A financial market with interacting investors: does an equilibrium exist? (Q1932546) (← links)
