Pages that link to "Item:Q1721997"
From MaRDI portal
The following pages link to A stability approach for solving multidimensional quadratic BSDEs (Q1721997):
Displaying 27 items.
- Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models (Q404585) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- Quadratic BSDEs with mean reflection (Q2001551) (← links)
- Equilibrium asset pricing with transaction costs (Q2022762) (← links)
- A study of backward stochastic differential equation on a Riemannian manifold (Q2042810) (← links)
- Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions (Q2080287) (← links)
- Radner equilibrium and systems of quadratic BSDEs with discontinuous generators (Q2094573) (← links)
- Quadratic mean-field reflected BSDEs (Q2096186) (← links)
- A characterization of solutions of quadratic BSDEs and a new approach to existence (Q2121079) (← links)
- Reflected BSDEs in non-convex domains (Q2159261) (← links)
- A type of globally solvable BSDEs with triangularly quadratic generators (Q2201488) (← links)
- A modified MSA for stochastic control problems (Q2234329) (← links)
- Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach (Q2238894) (← links)
- A simple constructive approach to quadratic BSDEs with or without delay (Q2447694) (← links)
- A multi-dimensional FBSDE with quadratic generator and its applications (Q2806685) (← links)
- Stability and analytic expansions of local solutions of systems of quadratic BSDEs with applications to a price impact model (Q2819094) (← links)
- (Q5044125) (← links)
- Existence and Uniqueness for Non-Markovian Triangular Quadratic BSDEs (Q5081638) (← links)
- The reverse Hölder inequality for matrix-valued stochastic exponentials and applications to quadratic BSDE systems (Q6044245) (← links)
- Gaussian-type density bounds for solutions to multidimensional backward SDEs and application to gene expression (Q6072429) (← links)
- Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result (Q6102672) (← links)
- Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents (Q6104000) (← links)
- On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications (Q6115252) (← links)
- On quasilinear parabolic systems and FBSDEs of quadratic growth (Q6126107) (← links)
- Gradient flows for regularized stochastic control problems (Q6576858) (← links)
- Principal-multiagents problem under equivalent changes of measure: general study and an existence result (Q6615511) (← links)
- The modified MSA, a gradient flow and convergence (Q6620074) (← links)
