Pages that link to "Item:Q2499743"
From MaRDI portal
The following pages link to On the comparison theorem for multidimensional BSDEs (Q2499743):
Displaying 37 items.
- Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations (Q255506) (← links)
- A general comparison theorem for 1-dimensional anticipated BSDEs (Q287867) (← links)
- A BSDE approach to fair bilateral pricing under endogenous collateralization (Q331356) (← links)
- Reflected solutions of generalized anticipated BSDEs and application to reflected BSDEs with functional barrier (Q426712) (← links)
- Comparison theorem for Brownian multidimensional BSDEs via jump processes (Q533992) (← links)
- Necessary and sufficient condition for the comparison theorem of multidimensional anticipated backward stochastic differential equations (Q547354) (← links)
- Converse comparison theorems for multidimensional anticipated backward stochastic differential equations (Q826699) (← links)
- Forward-backward stochastic equations associated with systems of quasilinear parabolic equations and comparison theorems (Q906002) (← links)
- Switching problem and related system of reflected backward SDEs (Q963029) (← links)
- Dynamic approaches for some time-inconsistent optimization problems (Q1704140) (← links)
- Viability for stochastic differential equations driven by \(G\)-Brownian motion (Q1721919) (← links)
- A class of globally solvable Markovian quadratic BSDE systems and applications (Q1747757) (← links)
- Comparison theorems for some backward stochastic Volterra integral equations (Q2018558) (← links)
- Comparison theorem for diagonally quadratic BSDEs (Q2030831) (← links)
- Constrained stochastic LQ control with regime switching and application to portfolio selection (Q2117450) (← links)
- Comparison theorems for multi-dimensional general mean-field BDSDES (Q2154862) (← links)
- Systems of reflected BSDEs with interconnected bilateral obstacles: existence, uniqueness and applications (Q2183081) (← links)
- Anticipated backward stochastic differential equations (Q2270604) (← links)
- A new comparison theorem of multidimensional BSDEs (Q2343572) (← links)
- Multi-dimensional BSDE with oblique reflection and optimal switching (Q2380763) (← links)
- Representation and converse comparison theorems for multidimensional BSDEs (Q2406779) (← links)
- Backward stochastic viability and related properties on \(Z\) for BSDEs with applications (Q2439873) (← links)
- <i>L</i><sup><i>p</i></sup>solutions of anticipated backward stochastic differential equations under monotonicity and general increasing conditions (Q2803517) (← links)
- Multidimensional quadratic and subquadratic BSDEs with special structure (Q2804014) (← links)
- A general comparison theorem for backward stochastic differential equations (Q3059700) (← links)
- Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case (Q4588839) (← links)
- Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience (Q4596852) (← links)
- Incomplete Stochastic Equilibria with Exponential Utilities Close to Pareto Optimality (Q5050088) (← links)
- Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes (Q5130922) (← links)
- MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL <i>g</i>‐EXPECTATION (Q5739194) (← links)
- Representation theorem and viability property for multidimensional BSDEs and their applications (Q6064077) (← links)
- On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications (Q6115252) (← links)
- Minimal solutions of master equations for extended mean field games (Q6130537) (← links)
- Multi-dimensional reflected backward stochastic differential equations driven by \(G\)-Brownian motion with diagonal generators (Q6592150) (← links)
- On \(g\)-expectations and filtration-consistent nonlinear expectations (Q6635674) (← links)
- Optimal consumption-investment with constraints in a regime switching market with random coefficients (Q6657501) (← links)
- Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching (Q6658237) (← links)
