The following pages link to (Q4029028):
Displaying 50 items.
- Backward stochastic differential equations and Dirichlet problems of semilinear elliptic operators with singular coefficients (Q1662908) (← links)
- Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information (Q1663007) (← links)
- Backward stochastic Volterra integral equations with additive perturbations (Q1664279) (← links)
- Quasi-linear PDEs and forward-backward stochastic differential equations: weak solutions (Q1680459) (← links)
- Probabilistic representations and numerical algorithms for classical and viscosity solutions of the Cauchy problem for quasilinear parabolic systems (Q1683201) (← links)
- A representation theorem for generators of BSDEs with general growth generators in \(y\) and its applications (Q1687231) (← links)
- Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities (Q1688621) (← links)
- Generalized fractional BSDE with non Lipschitz coefficients (Q1689692) (← links)
- Controlled mean-field backward stochastic differential equations with jumps involving the value function (Q1691939) (← links)
- A regression-based numerical scheme for backward stochastic differential equations (Q1695419) (← links)
- Double barrier reflected BSDEs with stochastic Lipschitz coefficient (Q1697203) (← links)
- BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data (Q1700380) (← links)
- Backward stochastic differential equations with rank-based data (Q1705560) (← links)
- Special weak Dirichlet processes and BSDEs driven by a random measure (Q1708976) (← links)
- Reflected BSDEs with optional barrier in a general filtration (Q1715756) (← links)
- Comparison theorem for nonlinear path-dependent partial differential equations (Q1725406) (← links)
- Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations (Q1726800) (← links)
- One order numerical scheme for forward-backward stochastic differential equations (Q1732180) (← links)
- Retracted: ``Multidimensional viscosity solution theory of semi-linear partial differential equations'' (Q1746288) (← links)
- Path-dependent equations and viscosity solutions in infinite dimension (Q1747749) (← links)
- A class of globally solvable Markovian quadratic BSDE systems and applications (Q1747757) (← links)
- Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations (Q1762334) (← links)
- Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
- On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. (Q1766080) (← links)
- Generalized stochastic differential utility and preference for information (Q1769427) (← links)
- Densities of one-dimensional backward SDEs (Q1773902) (← links)
- Backward stochastic differential equations associated to a symmetric Markov process (Q1777430) (← links)
- An approximation result and Monte Carlo simulation of the adapted solution of the one-dimensional backward stochastic differential equation (Q1787194) (← links)
- Backward doubly SDEs with continuous and stochastic linear growth coefficients (Q1787199) (← links)
- Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach (Q1807753) (← links)
- Hedging options for a large investor and forward-backward SDE's (Q1814742) (← links)
- Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs (Q1872289) (← links)
- Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control (Q1872298) (← links)
- Representation theorems for backward stochastic differential equations (Q1872357) (← links)
- Numerical method for backward stochastic differential equations (Q1872402) (← links)
- Evolution equation of a stochastic semigroup with white-noise drift. (Q1872502) (← links)
- Backward stochastic differential equations and partial differential equations with quadratic growth. (Q1872517) (← links)
- Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces. (Q1879864) (← links)
- Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I (Q1888754) (← links)
- Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II. (Q1888755) (← links)
- Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients. (Q1889783) (← links)
- Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients (Q1899270) (← links)
- Solution of forward-backward stochastic differential equations (Q1900239) (← links)
- Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients (Q1928126) (← links)
- Reflected generalized backward doubly SDEs driven by Lévy processes and applications (Q1930524) (← links)
- A forward-backward SDE approach to affine models (Q1932521) (← links)
- Perturbed backward stochastic differential equations (Q1933858) (← links)
- Density estimates for solutions to one dimensional backward SDE's (Q1935446) (← links)
- Functional Itō calculus and stochastic integral representation of martingales (Q1942112) (← links)
- Singular forward-backward stochastic differential equations and emissions derivatives (Q1950264) (← links)
