Pages that link to "Item:Q1994914"
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The following pages link to Martingale driven BSDEs, PDEs and other related deterministic problems (Q1994914):
Displaying 8 items.
- Decoupled mild solutions of path-dependent PDEs and integro PDEs represented by BSDEs driven by cadlag martingales (Q778789) (← links)
- Backward stochastic differential equations with no driving martingale, Markov processes and associated pseudo-partial differential equations. II: Decoupled mild solutions and examples (Q2042031) (← links)
- Comparison principles for nonlocal Hamilton-Jacobi equations (Q2158221) (← links)
- BSDEs, càdlàg martingale problems, and orthogonalization under basis risk (Q2813078) (← links)
- Ergodic BSDEs driven by Markov chains (Q2873870) (← links)
- Gâteaux type path-dependent PDEs and BSDEs with Gaussian forward processes (Q5065042) (← links)
- Path-dependent martingale problems and additive functionals (Q5228829) (← links)
- Weak Dirichlet processes and generalized martingale problems (Q6123260) (← links)