Pages that link to "Item:Q3427468"
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The following pages link to Uniqueness Results for Second-Order Bellman--Isaacs Equations under Quadratic Growth Assumptions and Applications (Q3427468):
Displaying 41 items.
- On quadratic approximations for Hamilton-Jacobi-Bellman equations (Q254587) (← links)
- Large deviations for some fast stochastic volatility models by viscosity methods (Q255794) (← links)
- A semi-Lagrangian scheme for a degenerate second order mean field game system (Q255834) (← links)
- Optimal control with random parameters: a multiscale approach (Q431771) (← links)
- Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition (Q444352) (← links)
- An optimal execution problem with market impact (Q457189) (← links)
- Asymptotic sequential Rademacher complexity of a finite function class (Q517475) (← links)
- On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions (Q537139) (← links)
- Convex Hamilton-Jacobi equations under superlinear growth conditions on data (Q538471) (← links)
- Comparison principle for unbounded viscosity solutions of degenerate elliptic PDEs with gradient superlinear terms (Q541237) (← links)
- The Tychonoff uniqueness theorem for the \(G\)-heat equation (Q547391) (← links)
- Fujita type exponent for fully nonlinear parabolic equations and existence results (Q624610) (← links)
- 44th seminar on probability. Including papers from the `Journées de Probabilités', Dijon, France, June 2010 (Q660368) (← links)
- Quadratic BSDEs with convex generators and unbounded terminal conditions (Q929376) (← links)
- Exponentially growing solutions of parabolic Isaacs' equations (Q947569) (← links)
- BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data (Q1700380) (← links)
- Large time behavior of solutions of local and nonlocal nondegenerate Hamilton-Jacobi equations with Ornstein-Uhlenbeck operator (Q1733886) (← links)
- Reflected quadratic BSDEs driven by \(G\)-Brownian motions (Q1997195) (← links)
- Utility indifference pricing and hedging for structured contracts in energy markets (Q2014372) (← links)
- Non coercive unbounded first order mean field games: the Heisenberg example (Q2062054) (← links)
- Convergence of discrete-time deterministic games to path-dependent Isaacs partial differential equations under quadratic growth conditions (Q2152593) (← links)
- Deterministic mean field games with control on the acceleration (Q2189997) (← links)
- On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration (Q2190063) (← links)
- Viscosity solutions to an initial value problem for a Hamilton-Jacobi equation with a degenerate Hamiltonian occurring in the dynamics of peakons (Q2227845) (← links)
- Stochastic differential games: a sampling approach via FBSDEs (Q2280204) (← links)
- Viscosity solutions of general viscous Hamilton-Jacobi equations (Q2339318) (← links)
- Solution to a class of stochastic LQ problems with bounded control (Q2391330) (← links)
- On the backward stochastic differential equation with generator \(f(y)|z|^2\) (Q2661266) (← links)
- An eikonal equation with vanishing Lagrangian arising in global optimization (Q2694478) (← links)
- Convergence in multiscale financial models with non-Gaussian stochastic volatility (Q2808055) (← links)
- Idempotent Expansions for Continuous-Time Stochastic Control (Q3462518) (← links)
- Hölder estimates in space-time for viscosity solutions of hamilton-jacobi equations (Q3550766) (← links)
- Viscosity methods for large deviations estimates of multiscale stochastic processes (Q4554107) (← links)
- Existence and uniqueness of solutions to parabolic equations with superlinear Hamiltonians (Q4622591) (← links)
- Parabolic Equations with Quadratic Growth in $$\mathbb {R}^{n}$$ (Q5223284) (← links)
- A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets (Q5312715) (← links)
- Singular perturbations for a subelliptic operator (Q5376671) (← links)
- Comparison and existence results for evolutive non-coercive first-order Hamilton-Jacobi equations (Q5428413) (← links)
- Utility‐based pricing and hedging of contingent claims in Almgren‐Chriss model with temporary price impact (Q6054406) (← links)
- Singular perturbations in stochastic optimal control with unbounded data (Q6138481) (← links)
- Deep relaxation of controlled stochastic gradient descent via singular perturbations (Q6585233) (← links)
