Pages that link to "Item:Q1945854"
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The following pages link to Well-posedness of backward stochastic differential equations with general filtration (Q1945854):
Displaying 19 items.
- Numerical solutions of backward stochastic differential equations: a finite transposition method (Q639632) (← links)
- Jensen's inequality for \(g\)-expectations in general filtration spaces (Q826705) (← links)
- Operator-valued backward stochastic Lyapunov equations in infinite dimensions, and its application (Q1713362) (← links)
- BSDEs with general filtration driven by Lévy processes, and an application in stochastic controllability (Q1949129) (← links)
- A concise introduction to control theory for stochastic partial differential equations (Q2097680) (← links)
- On backward problems for stochastic fractional reaction equations with standard and fractional Brownian motion (Q2166178) (← links)
- Well-posedness of backward stochastic partial differential equations with Lyapunov condition (Q2178803) (← links)
- Necessary conditions for stochastic optimal control problems in infinite dimensions (Q2182627) (← links)
- Characterization of optimal feedback for stochastic linear quadratic control problems (Q2296103) (← links)
- Representation theorems for generators of BSDEs and the extended \(g\)-expectations in probability spaces with general filtration (Q2308363) (← links)
- Transposition method for backward stochastic evolution equations revisited, and its application (Q2356561) (← links)
- Backward stochastic differential equations with respect to general filtrations and applications to insider finance (Q2787551) (← links)
- On terminal value problems for bi-parabolic equations driven by Wiener process and fractional Brownian motions (Q5155158) (← links)
- The Norm Optimal Control Problem for Stochastic Linear Control Systems (Q5250292) (← links)
- On a stochastic nonclassical diffusion equation with standard and fractional Brownian motion (Q5864048) (← links)
- Convergence of a Spatial Semidiscretization for a Backward Semilinear Stochastic Parabolic Equation (Q5883143) (← links)
- First order necessary condition for stochastic evolution control systems with random generators (Q6051292) (← links)
- TERMINAL VALUE PROBLEM FOR STOCHASTIC FRACTIONAL EQUATION WITHIN AN OPERATOR WITH EXPONENTIAL KERNEL (Q6114655) (← links)
- Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions (Q6204948) (← links)
