The following pages link to (Q3096569):
Displaying 50 items.
- Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (Q255513) (← links)
- Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. (Q282508) (← links)
- Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II (Q317470) (← links)
- Random \(G\)-expectations (Q373831) (← links)
- Measurability of semimartingale characteristics with respect to the probability law (Q404599) (← links)
- Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes (Q524829) (← links)
- Viscosity solutions of path-dependent integro-differential equations (Q737174) (← links)
- Optimal stopping under adverse nonlinear expectation and related games (Q748312) (← links)
- Backward stochastic differential equations with jumps and related nonlinear expectations (Q855683) (← links)
- \(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE (Q904206) (← links)
- Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909) (← links)
- A weak version of path-dependent functional Itô calculus (Q1621446) (← links)
- Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions (Q1637053) (← links)
- Path-dependent Hamilton-Jacobi equations in infinite dimensions (Q1655788) (← links)
- Strict comparison theorems under sublinear expectations (Q1674893) (← links)
- One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators (Q1721897) (← links)
- Comparison theorem for nonlinear path-dependent partial differential equations (Q1725406) (← links)
- Characterizations of processes with stationary and independent increments under \(G\)-expectation (Q1943328) (← links)
- Reflected quadratic BSDEs driven by \(G\)-Brownian motions (Q1997195) (← links)
- Jiongmin Yong's mathematical works in recent thirty years (Q2001535) (← links)
- Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion (Q2015746) (← links)
- The link between stochastic differential equations with non-Markovian coefficients and backward stochastic partial differential equations (Q2025270) (← links)
- Stochastic ordering by \(g\)-expectations (Q2038280) (← links)
- Backward stochastic differential equations with regime-switching and sublinear expectations (Q2132537) (← links)
- Kernel learning backward SDE filter for data assimilation (Q2133767) (← links)
- Uniqueness of viscosity solutions of stochastic Hamilton-Jacobi equations (Q2153090) (← links)
- Path dependent Feynman-Kac formula for forward backward stochastic Volterra integral equations (Q2155507) (← links)
- No-arbitrage with multiple-priors in discrete time (Q2229558) (← links)
- Risk-sensitive nonzero-sum stochastic differential game with unbounded coefficients (Q2245622) (← links)
- Backward stochastic Volterra integral equations -- representation of adapted solutions (Q2280018) (← links)
- A martingale approach for fractional Brownian motions and related path dependent PDEs (Q2299585) (← links)
- Jensen's inequality for backward SDEs driven by \(G\)-Brownian motion (Q2346319) (← links)
- Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations (Q2359708) (← links)
- On viscosity solutions of path dependent PDEs (Q2438749) (← links)
- BSDE, path-dependent PDE and nonlinear Feynman-Kac formula (Q2629534) (← links)
- Nonlinear Lévy processes and their characteristics (Q2826754) (← links)
- Infinite dimensional BSDE with jumps (Q3146473) (← links)
- Some Results on Nonlinear Backward Stochastic Evolution Equations (Q3158179) (← links)
- (Q4379369) (← links)
- Strong laws of large numbers for negatively dependent random variables under sublinear expectations (Q4606478) (← links)
- Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations (Q4691148) (← links)
- Viscosity Solutions of Path-Dependent PDEs with Randomized Time (Q4960820) (← links)
- On Monotonicity and Order-Preservation for Multidimensional<i>G</i>-Diffusion Processes (Q4981995) (← links)
- Backward Nonlinear Smoothing Diffusions (Q5005710) (← links)
- Asymptotic moment estimation for stochastic Lotka–Volterra model driven by <i>G</i>-Brownian motion (Q5086700) (← links)
- Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients (Q5212950) (← links)
- Dynamic Programming for General Linear Quadratic Optimal Stochastic Control with Random Coefficients (Q5252510) (← links)
- Non-linear expectations in spaces of Colombeau generalized functions (Q5378405) (← links)
- General indefinite backward stochastic linear-quadratic optimal control problems (Q5864595) (← links)
- Multi-dimensional backward stochastic differential equations of diagonally quadratic generators (Q5965370) (← links)
