Pages that link to "Item:Q1872357"

The following pages link to Representation theorems for backward stochastic differential equations (Q1872357):

Displaying 50 items.

• Utility indifference valuation for non-smooth payoffs with an application to power derivatives (Q282083) (← links)
• Density analysis of BSDEs (Q317487) (← links)
• Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing (Q377458) (← links)
• Forward-backward systems for expected utility maximization (Q401458) (← links)
• Generalized fractional smoothness and \(L_p\)-variation of BSDEs with non-Lipschitz terminal condition (Q424522) (← links)
• Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations (Q516010) (← links)
• A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions (Q517927) (← links)
• Stochastic representations of derivatives of solutions of one-dimensional parabolic variational inequalities with Neumann boundary conditions (Q537129) (← links)
• Density analysis of non-Markovian BSDEs and applications to biology and finance (Q681991) (← links)
• Error expansion for the discretization of backward stochastic differential equations (Q886110) (← links)
• \(\mathbf L_2\)-time regularity of BSDEs with irregular terminal functions (Q981015) (← links)
• A numerical scheme for BSDEs (Q1431562) (← links)
• Path regularity for solutions of backward stochastic differential equations (Q1601801) (← links)
• An asymptotic expansion for forward-backward SDEs: a Malliavin calculus approach (Q1627727) (← links)
• On the homotopy analysis method for backward/forward-backward stochastic differential equations (Q1678593) (← links)
• Functional Itô calculus, path-dependence and the computation of Greeks (Q1679474) (← links)
• Numerical approximation of BSDEs using local polynomial drivers and branching processes (Q1691497) (← links)
• Representation theorems for generators of backward stochastic differential equations (Q1764117) (← links)
• Generalized stochastic differential utility and preference for information (Q1769427) (← links)
• Densities of one-dimensional backward SDEs (Q1773902) (← links)
• Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions (Q1999911) (← links)
• Ergodic BSDEs and related PDEs with Neumann boundary conditions under weak dissipative assumptions (Q2018561) (← links)
• Donsker-type theorem for BSDEs: rate of convergence (Q2040042) (← links)
• Global controllability for quasilinear nonnegative definite system of ODEs and SDEs (Q2046570) (← links)
• Convergence of deep fictitious play for stochastic differential games (Q2170300) (← links)
• Ergodic BSDE with unbounded and multiplicative underlying diffusion and application to large time behaviour of viscosity solution of HJB equation (Q2274268) (← links)
• Random walk approximation of BSDEs with Hölder continuous terminal condition (Q2278659) (← links)
• Backward stochastic Volterra integral equations -- representation of adapted solutions (Q2280018) (← links)
• Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations (Q2299580) (← links)
• On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
• When terminal facelift enforces delta constraints (Q2339121) (← links)
• A cubature based algorithm to solve decoupled McKean-Vlasov forward-backward stochastic differential equations (Q2342392) (← links)
• Differentiability of quadratic BSDEs generated by continuous martingales (Q2428052) (← links)
• Backward stochastic viability and related properties on \(Z\) for BSDEs with applications (Q2439873) (← links)
• Second order discretization of backward SDEs and simulation with the cubature method (Q2448692) (← links)
• Approximation scheme for solutions of backward stochastic differential equations via the representation theorem (Q2469438) (← links)
• Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coeffi\-cients (Q2485765) (← links)
• Representations and regularities for solutions to BSDEs with reflections (Q2485839) (← links)
• Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations (Q2507598) (← links)
• BSDEs with jumps and path-dependent parabolic integro-differential equations (Q2515975) (← links)
• Weak solutions for forward-backward SDEs-a martingale problem approach (Q2519677) (← links)
• Representation of solutions to BSDEs associated with a degenerate FSDE (Q2572394) (← links)
• BSDE, path-dependent PDE and nonlinear Feynman-Kac formula (Q2629534) (← links)
• A backward SDE method for uncertainty quantification in deep learning (Q2676245) (← links)
• Nonlocal fully nonlinear parabolic differential equations arising in time-inconsistent problems (Q2696218) (← links)
• Short-time asymptotic expansions of semilinear evolution equations (Q2799613) (← links)
• Cubature Methods and Applications (Q2847839) (← links)
• (Q2944055) (← links)
• Parabolic Schemes for Quasi-Linear Parabolic and Hyperbolic PDEs via Stochastic Calculus (Q3119083) (← links)
• Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs (Q4409042) (← links)