Pages that link to "Item:Q584199"
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The following pages link to Adapted solution of a backward stochastic differential equation (Q584199):
Displaying 50 items.
- Backward stochastic differential equations with jumps and related nonlinear expectations (Q855683) (← links)
- Weak existence and uniqueness for forward-backward SDEs (Q860697) (← links)
- Backward stochastic differential equations with singular terminal condition (Q860713) (← links)
- RBSDE's with jumps and the related obstacle problems for integral-partial differential equa\-tions (Q862702) (← links)
- Jensen's inequality for backward stochastic differential equations (Q867437) (← links)
- Limit theorem and uniqueness theorem of backward stochastic differential equations (Q867793) (← links)
- Homeomorphism of solutions to backward SDEs and applications (Q869104) (← links)
- On the set of solutions of a BSDE with continuous coefficient (Q876109) (← links)
- Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity (Q877723) (← links)
- Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations (Q882887) (← links)
- On backward stochastic evolution equations in Hilbert spaces and optimal control (Q884510) (← links)
- Error expansion for the discretization of backward stochastic differential equations (Q886110) (← links)
- Algebraic invariance conditions in the study of approximate (null-)controllability of Markov switch processes (Q887931) (← links)
- Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics (Q888538) (← links)
- Maximum principle for optimal control of neutral stochastic functional differential systems (Q889818) (← links)
- \(H_2/H_\infty\) control problems of backward stochastic systems (Q890637) (← links)
- Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis (Q893337) (← links)
- Maximum principle for forward-backward stochastic control system under \(G\)-expectation and relation to dynamic programming (Q898994) (← links)
- Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles (Q898999) (← links)
- Optimal control problem of backward stochastic differential delay equation under partial information (Q899124) (← links)
- Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators (Q899624) (← links)
- Mean-field backward stochastic differential equations with subdifferential operator and its applications (Q900533) (← links)
- Anticipated backward doubly stochastic differential equations (Q902476) (← links)
- \(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE (Q904206) (← links)
- Convergence of solutions of discrete reflected backward SDE's and simulations (Q925968) (← links)
- Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection (Q927920) (← links)
- Backward stochastic differential equations with reflection and weak assumptions on the coefficients (Q927921) (← links)
- A limit theorem for solutions to BSDEs in the space of processes (Q928975) (← links)
- Quadratic BSDEs with convex generators and unbounded terminal conditions (Q929376) (← links)
- Generalized BSDE driven by a Lévy process (Q937479) (← links)
- A local limit theorem for solutions of BSDEs with Mao's non-Lipschitz generator (Q942895) (← links)
- Closedness results for BMO semi-martingales and application to quadratic BSDEs (Q943646) (← links)
- BSDE driven by a simple Lévy process with continuous coefficient (Q945456) (← links)
- Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators (Q946220) (← links)
- Well-posedness and regularity of backward stochastic Volterra integral equations (Q948934) (← links)
- A note on the doubly reflected backward stochastic differential equations driven by a Lévy process (Q962029) (← links)
- Monotonic limit properties for solutions of BSDEs with continuous coefficients (Q963519) (← links)
- On solutions of backward stochastic Volterra integral equations with jumps in Hilbert spaces (Q963654) (← links)
- Finite and infinite time interval BSDEs with non-Lipschitz coefficients (Q973176) (← links)
- On the integral representation of \(g\)-expectations (Q974028) (← links)
- On Jensen's inequality and Hölder's inequality for \(g\)-expectation (Q974648) (← links)
- Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs (Q976185) (← links)
- Maximum principle for the stochastic optimal control problem with delay and application (Q976280) (← links)
- Multidimensional BSDE with super-linear growth coefficient: application to degenerate systems of semilinear PDEs (Q984690) (← links)
- Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators (Q984691) (← links)
- Approximate controllability for linear stochastic differential equations in infinite dimensions (Q985721) (← links)
- On Malliavin's differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures (Q988681) (← links)
- Stochastic impulse control of non-Markovian processes (Q989967) (← links)
- Backward stochastic differential equations with time delayed generators -- results and counterexamples (Q990389) (← links)
- Approximation and optimality necessary conditions in relaxed stochastic control problems (Q995846) (← links)
