Pages that link to "Item:Q3128079"
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The following pages link to Backward stochastic differential equations and integral-partial differential equations (Q3128079):
Displaying 32 items.
- Viscosity solutions to Hamilton-Jacobi-Bellman equations associated with sublinear L\'evy(-type) processes (Q5742619) (← links)
- Stochastic viscosity solutions for stochastic integral-partial differential equations (Q5855645) (← links)
- Linear-Quadratic Stochastic Stackelberg Differential Games for Jump-Diffusion Systems (Q5858099) (← links)
- Deep ReLU neural networks overcome the curse of dimensionality for partial integrodifferential equations (Q5873924) (← links)
- Sobolev space weak solutions to one kind of quasilinear parabolic partial differential equations related to forward-backward stochastic differential equations (Q6041198) (← links)
- A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach (Q6054678) (← links)
- Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle (Q6062261) (← links)
- Generalized backward stochastic differential equations with jumps in a general filtration (Q6073714) (← links)
- Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)
- A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints (Q6091099) (← links)
- Generalized backward doubly stochastic differential equations driven by Lévy processes with discontinuous and linear growth coefficients (Q6091973) (← links)
- Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations (Q6095317) (← links)
- Anticipated backward stochastic Volterra integral equations with jumps and applications to dynamic risk measures (Q6101862) (← links)
- Viscosity solution of system of integro-partial differential equations with interconnected obstacles of non-local type without monotonicity conditions (Q6103308) (← links)
- Reflected backward stochastic differential equations associated to jump Markov processes and application to partial differential equations (Q6111874) (← links)
- The Kolmogorov infinite dimensional equation in a Hilbert space via deep learning methods (Q6112485) (← links)
- Irregular barrier reflected BSDEs driven by a Lévy process (Q6135043) (← links)
- Nonlinear BSDEs on a general filtration with drivers depending on the martingale part of the solution (Q6157008) (← links)
- Reflected generalized discontinuous BSDEs with rcll barrier and an obstacle problem of IPDE with nonlinear Neumann boundary conditions (Q6157630) (← links)
- The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps (Q6159008) (← links)
- Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients (Q6494477) (← links)
- Reflections on BSDEs (Q6545184) (← links)
- Doubly reflected generalized BSDEs with jumps and an obstacle problem of parabolic IPDEs with nonlinear Neumann boundary conditions (Q6554577) (← links)
- Dynamic programming principle for one kind of stochastic recursive optimal control problem with Markovian switching (Q6556594) (← links)
- Mean reflected BSDE driven by a marked point process and application in insurance risk management (Q6582307) (← links)
- Linear-quadratic mean-field game for stochastic large-population systems with jump diffusion (Q6598738) (← links)
- Principal-multiagents problem under equivalent changes of measure: general study and an existence result (Q6615511) (← links)
- Stochastic recursive optimal control of McKean-Vlasov type: a viscosity solution approach (Q6615817) (← links)
- Continuity problem for BSDE and IPDE with singular terminal condition (Q6640879) (← links)
- Stochastic representation for solutions of a system of coupled HJB-Isaacs equations with integral-differential operators (Q6658921) (← links)
- Linear-quadratic stochastic Stackelberg differential games with asymmetric information for systems driven by multi-dimensional jump-diffusion processes (Q6664107) (← links)
- On the relationship between viscosity and distribution solutions for nonlinear Neumann type PDEs: the probabilistic approach (Q6667554) (← links)
