Pages that link to "Item:Q2507598"
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The following pages link to Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations (Q2507598):
Displaying 11 items.
- Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models (Q404585) (← links)
- Stochastic representations of derivatives of solutions of one-dimensional parabolic variational inequalities with Neumann boundary conditions (Q537129) (← links)
- Representation theorems for SPDEs via backward doubly SDEs (Q743036) (← links)
- \(L^2\)-regularity of solutions to linear backward stochastic heat equations, and a numerical application (Q2304327) (← links)
- When terminal facelift enforces delta constraints (Q2339121) (← links)
- Differentiability of quadratic BSDEs generated by continuous martingales (Q2428052) (← links)
- Stochastic representation of weak solutions of viscous conservation laws: a BSDE approach (Q2636933) (← links)
- Probabilistic representation of solutions for quasi-linear parabolic PDE via FBSDE with reflecting boundary conditions (Q2897878) (← links)
- Existence and Uniqueness of Multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator (Q3451748) (← links)
- On Regularity of Primal and Dual Dynamic Value Functions Related to Investment Problems and Their Representations as Backward Stochastic PDE Solutions (Q5280245) (← links)
- Maximum principle for stochastic control of SDEs with measurable drifts (Q6167091) (← links)
