Pages that link to "Item:Q2495721"

The following pages link to Dual representation as stochastic differential games of backward stochastic differential equations and dynamic evaluations (Q2495721):

Displaying 7 items.

• Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (Q255513) (← links)
• The dynamic programming method of stochastic differential game for functional forward-backward stochastic system (Q474323) (← links)
• On the representation for dynamically consistent nonlinear evaluations: uniformly continuous case (Q1745261) (← links)
• Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values (Q1748581) (← links)
• Existence and uniqueness of solution to scalar BSDEs with \(L\exp (\mu \sqrt{2\log (1+L)} )\)-integrable terminal values: the critical case (Q2274111) (← links)
• On Regularity of Primal and Dual Dynamic Value Functions Related to Investment Problems and Their Representations as Backward Stochastic PDE Solutions (Q5280245) (← links)
• \( L^1\) solution to scalar BSDEs with logarithmic sub-linear growth generators (Q6174067) (← links)