Pages that link to "Item:Q4390917"

The following pages link to Existence for BSDE with superlinear–quadratic coefficient (Q4390917):

Displaying 50 items.

• Numerical simulation of quadratic BSDEs (Q259576) (← links)
• Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions (Q265654) (← links)
• A stochastic variational approach to viscous Burgers equations (Q335102) (← links)
• Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs (Q373548) (← links)
• Quadratic reflected BSDEs with unbounded obstacles (Q424464) (← links)
• Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition (Q444352) (← links)
• \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators (Q495173) (← links)
• Existence and uniqueness result for a backward stochastic differential equation whose generator is Lipschitz continuous in \(y\) and uniformly continuous in \(z\) (Q545561) (← links)
• General existence results for reflected BSDE and BSDE (Q554228) (← links)
• Numerical simulation of BSDEs with drivers of quadratic growth (Q655587) (← links)
• Stochastic optimal control via forward and backward stochastic differential equations and importance sampling (Q680513) (← links)
• Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989) (← links)
• On measure solutions of backward stochastic differential equations (Q841478) (← links)
• Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators (Q899624) (← links)
• Backward stochastic differential equations with reflection and weak assumptions on the coefficients (Q927921) (← links)
• Quadratic BSDEs with convex generators and unbounded terminal conditions (Q929376) (← links)
• Some uniqueness results for one-dimensional BSDEs with uniformly continuous coefficients (Q1004256) (← links)
• Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient (Q1565878) (← links)
• Stochastic \(L^1\)-optimal control via forward and backward sampling (Q1624907) (← links)
• Perfect hedging under endogenous permanent market impacts (Q1709607) (← links)
• Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
• Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
• Existence, uniqueness and stability of \(L^1\) solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type (Q1800958) (← links)
• The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (Q2038277) (← links)
• Stochastic Bihari inequality and applications to BSDE (Q2124691) (← links)
• Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory (Q2232753) (← links)
• Event risk, contingent claims and the temporal resolution of uncertainty (Q2257042) (← links)
• Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs (Q2272015) (← links)
• A note on FBSDE characterization of mean exit times (Q2272016) (← links)
• Stochastic differential games: a sampling approach via FBSDEs (Q2280204) (← links)
• Convex pricing by a generalized entropy penalty (Q2426607) (← links)
• BSDE with quadratic growth and unbounded terminal value (Q2431750) (← links)
• Continuous-time mean-variance portfolio selection with random horizon (Q2441394) (← links)
• Solvability of backward stochastic differential equations with quadratic growth (Q2476890) (← links)
• Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces (Q2483468) (← links)
• Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient (Q2485475) (← links)
• Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coeffi\-cients (Q2485765) (← links)
• Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator (Q2498190) (← links)
• BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. (Q2574593) (← links)
• \(L^p\) solutions of backward stochastic differential equations. (Q2574605) (← links)
• A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes. (Q2574611) (← links)
• Some results on general quadratic reflected BSDEs driven by a continuous martingale (Q2637208) (← links)
• Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps (Q2642034) (← links)
• Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs (Q2685909) (← links)
• SOLVABILITY AND NUMERICAL SIMULATION OF BSDEs RELATED TO BSPDEs WITH APPLICATIONS TO UTILITY MAXIMIZATION (Q3094326) (← links)
• Numerical Method for Reflected Backward Stochastic Differential Equations (Q3114568) (← links)
• Limit theorems for BSDE with local time applications to non-linear PDE (Q3148778) (← links)
• CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY (Q3650923) (← links)
• One dimensional BSDEs with logarithmic growth application to PDEs (Q4584686) (← links)
• (Q4684437) (← links)