Pages that link to "Item:Q584199"

The following pages link to Adapted solution of a backward stochastic differential equation (Q584199):

Displaying 50 items.

• The relaxed general maximum principle for singular optimal control of diffusions (Q999836) (← links)
• Completeness of security markets and backward stochastic differential equations with unbounded coefficients (Q1000013) (← links)
• A necessary and sufficient condition for probability measures dominated by \(g\)-expectation (Q1003422) (← links)
• Some uniqueness results for one-dimensional BSDEs with uniformly continuous coefficients (Q1004256) (← links)
• The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations (Q1004268) (← links)
• Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations (Q1005288) (← links)
• Maximal inequalities for \(g\)-martingales (Q1017811) (← links)
• Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes (Q1023327) (← links)
• Backward stochastic differential equations with non-Lipschitz coefficients (Q1030157) (← links)
• Solutions to general forward-backward doubly stochastic differential equations (Q1030383) (← links)
• Moment inequality and Hölder inequality for BSDEs (Q1036887) (← links)
• A note on Jensen's inequality for BSDEs (Q1044343) (← links)
• Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus (Q1045790) (← links)
• Risk-sensitive control for a class of homing problems (Q1049126) (← links)
• Optimal consumption choices for a `large' investor (Q1128528) (← links)
• Adapted solution of a degenerate backward SPDE, with applications (Q1275953) (← links)
• Stochastic controls with terminal contingent conditions (Q1307260) (← links)
• Backward stochastic differential equations with constraints on the gains-process (Q1307453) (← links)
• Probabilistic interpretation of a system of quasilinear elliptic partial differential equations under Neumann boundary conditions (Q1313129) (← links)
• Efficient and equilibrium allocations with stochastic differential utility (Q1322710) (← 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)
• Asset and commodity prices with multi-attribute durable goods (Q1351930) (← links)
• Reflected solutions of backward SDE's, and related obstacle problems for PDE's (Q1356364) (← links)
• Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation (Q1357872) (← links)
• Reflected solutions of backward stochastic differential equations with continuous coefficient (Q1365170) (← links)
• Backwards SDE with random terminal time and applications to semilinear elliptic PDE (Q1370224) (← links)
• An option pricing problem with the underlying stock paying dividends (Q1377185) (← links)
• Backward stochastic differential equations with continuous coefficient (Q1380556) (← links)
• On solutions of backward stochastic differential equations with jumps and applications (Q1382509) (← links)
• A note on probabilistic interpretation for quasilinear mixed boundary problems (Q1389950) (← links)
• A type of time-symmetric forward-backward stochastic differential equations (Q1408214) (← links)
• Jensen's inequality for \(g\)-expectation. I (Q1420171) (← links)
• Efficient consumption set under recursive utility and unknown beliefs. (Q1428170) (← links)
• A numerical scheme for BSDEs (Q1431562) (← links)
• Infinite interval backward stochastic differential equations in the plane (Q1432865) (← links)
• Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient (Q1565878) (← links)
• Backward stochastic differential equation with random measures (Q1582568) (← links)
• Futures market equilibrium with heterogeneity and a spot market at harvest (Q1589561) (← links)
• An existence theorem of intertemporal recursive utility in the presence of Lévy jumps (Q1592523) (← links)
• Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient (Q1612975) (← links)
• Infinite horizon forward-backward stochastic differential equations (Q1613582) (← links)
• Reflected BSDEs and mixed game problem (Q1613587) (← links)
• Infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems (Q1614409) (← links)
• Backward problems for stochastic differential equations on the Sierpinski gasket (Q1615895) (← links)
• Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909) (← links)
• Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility (Q1616790) (← links)
• A weak version of path-dependent functional Itô calculus (Q1621446) (← links)
• Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance (Q1624194) (← links)
• Constrained LQ problem with a random jump and application to portfolio selection (Q1624199) (← links)