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.
- Some results on the uniqueness of generators of backward stochastic differential equations (Q1876805) (← links)
- Forward-backward stochastic differential equations with nonsmooth coefficients. (Q1877391) (← links)
- Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions. (Q1877516) (← links)
- A general problem of an optimal equivalent change of measure and contingent claim pricing in an incomplete market. (Q1879481) (← links)
- A result on the probability measures dominated by \(g\)-expectation (Q1884661) (← 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)
- Stability of backward stochastic differential equations (Q1915848) (← links)
- Brownian motion and the formation of singularities in the heat flow for harmonic maps (Q1916689) (← links)
- A Black-Scholes formula for option pricing with dividends (Q1920435) (← links)
- Reflected generalized backward doubly SDEs driven by Lévy processes and applications (Q1930524) (← links)
- Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains (Q1930855) (← links)
- A financial market with interacting investors: does an equilibrium exist? (Q1932546) (← links)
- A comonotonic theorem for backward stochastic differential equations in \(L^p\) and its applications (Q1933292) (← links)
- Perturbed backward stochastic differential equations (Q1933858) (← links)
- Forward-backward doubly stochastic differential equations and related stochastic partial differential equations (Q1934378) (← links)
- Density estimates for solutions to one dimensional backward SDE's (Q1935446) (← links)
- Portfolio selection of a closed-end mutual fund (Q1935935) (← links)
- A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal state constraints (Q1938232) (← links)
- A partial information non-zero sum differential game of backward stochastic differential equations with applications (Q1941256) (← links)
- Stochastic maximum principle in the mean-field controls (Q1941259) (← links)
- Backward doubly stochastic differential equations with infinite time horizon. (Q1941787) (← links)
- Stochastic differential games with reflection and related obstacle problems for Isaacs equations (Q1942154) (← links)
- \(L^p\) solutions of backward stochastic Volterra integral equations (Q1943211) (← links)
- Reflected BSDEs with random default time and related mixed optimal stopping-control problems (Q1945980) (← links)
- Dual formulation of second order target problems (Q1948690) (← links)
- Infinite horizon optimal control of stochastic delay evolution equations in Hilbert spaces (Q1949514) (← links)
- The domination of \(g\)-evaluations and Choquet evaluations (Q1949671) (← links)
- Variational approach for the adapted solution of the general backward stochastic differential equations under the Bihari condition (Q1950783) (← links)
- Stochastic recursive zero-sum differential game and mixed zero-sum differential game problem (Q1955113) (← links)
- \(g\)-variance (Q1956506) (← links)
- \(L^p\)-error estimates for numerical schemes for solving certain kinds of backward stochastic differential equations (Q1957154) (← links)
- Stochastic Navier-Stokes equations with artificial compressibility in random durations (Q1958453) (← links)
- Optimal consumption and portfolio selection with stochastic differential utility (Q1961363) (← links)
- The comparison theorem of FBSDE (Q1962156) (← links)
- An SGBM-XVA demonstrator: a scalable Python tool for pricing XVA (Q1980957) (← links)
- Comparison theorems for anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients (Q1986111) (← links)
- BSDE with rcll reflecting barrier driven by a Lévy process (Q1986117) (← links)
- Backward stochastic differential equations driven by fractional noise with non-Lipschitz coefficients (Q1987667) (← links)
- Uniqueness of solution to scalar BSDEs with \(L\exp(\mu \sqrt{2\log(1+L)})\)-integrable terminal values (Q1990026) (← links)
- Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models (Q1994259) (← links)
- Martingale driven BSDEs, PDEs and other related deterministic problems (Q1994914) (← links)
- Asymptotic approach for backward stochastic differential equation with singular terminal condition (Q1994916) (← links)
- Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
- Reflected quadratic BSDEs driven by \(G\)-Brownian motions (Q1997195) (← links)
- Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions (Q1999911) (← links)
- Linear quadratic mean-field-game of backward stochastic differential systems (Q2001547) (← links)
- Quadratic BSDEs with mean reflection (Q2001551) (← links)
- Strong-viscosity solutions: classical and path-dependent PDEs (Q2002602) (← links)
