Pages that link to "Item:Q2428525"
From MaRDI portal
The following pages link to A generalized comparison theorem for BSDEs and its applications (Q2428525):
Displaying 20 items.
- \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators (Q495173) (← links)
- Comparison theorem for Brownian multidimensional BSDEs via jump processes (Q533992) (← links)
- Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators (Q899624) (← links)
- Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients (Q1433465) (← links)
- A comonotonic theorem for backward stochastic differential equations in \(L^p\) and its applications (Q1933292) (← links)
- Comparison theorem for distribution-dependent neutral SFDEs (Q2021718) (← links)
- A class of backward stochastic Bellman-Bihari's inequality and its applications (Q2072974) (← links)
- Comparison theorems for multi-dimensional general mean-field BDSDES (Q2154862) (← links)
- Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator (Q2198169) (← links)
- BSDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients (Q2235973) (← links)
- Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting (Q2296120) (← links)
- Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type (Q2403995) (← links)
- Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion (Q2434760) (← links)
- Continuous dependence properties on solutions of backward stochastic differential equation (Q2454998) (← links)
- Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators (Q2670782) (← links)
- A comparison theorem for solutions of backward stochastic differential equations. (Q2767317) (← links)
- The comparison theorem for solutions of BSDEs driven by continuous semi-martingales (Q2923818) (← links)
- Comparison and existence theorems for backwards stochastic DE's with discontinuous generators (Q3092938) (← links)
- Dynamic programming principle and associated Hamilton-Jacobi-Bellman equation for stochastic recursive control problem with non-Lipschitz aggregator (Q3177921) (← links)
- Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets (Q6131470) (← links)