The following pages link to (Q4029028):
Displaying 50 items.
- On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case (Q255489) (← links)
- Backward stochastic Schrödinger and infinite-dimensional Hamiltonian equations (Q255499) (← links)
- Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (Q255513) (← links)
- Numerical Fourier method and second-order Taylor scheme for backward SDEs in finance (Q256112) (← links)
- Simulation of BSDEs with jumps by Wiener chaos expansion (Q271886) (← links)
- Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. (Q282508) (← links)
- A general comparison theorem for 1-dimensional anticipated BSDEs (Q287867) (← links)
- Infinite horizon backward doubly stochastic differential equations with non-degenerate terminal functions and their stationary property (Q287882) (← links)
- Probabilistic model for the Lotka-Volterra system with cross-diffusion (Q292310) (← links)
- Backward doubly stochastic equations with jumps and comparison theorems (Q298152) (← links)
- Density analysis of BSDEs (Q317487) (← links)
- Forward and backward filtering based on backward stochastic differential equations (Q326375) (← links)
- Stochastic regularization effects of semi-martingales on random functions (Q335875) (← links)
- Euler time discretization of backward doubly SDEs and application to semilinear SPDEs (Q338206) (← links)
- Probabilistic approach to viscosity solutions of the Cauchy problems for systems if fully nonlinear parabolic equations (Q357232) (← links)
- Markovian forward-backward stochastic differential equations and stochastic flows (Q360694) (← links)
- Numerical solution of variational inequalities: localization with Dirichlet conditions (Q380731) (← links)
- Reflected generalized BSDEs with random time and applications (Q380746) (← links)
- Mixed boundary value problems of semilinear elliptic PDEs and BSDEs with singular coefficients (Q402487) (← links)
- Multivalued backward stochastic differential equations with time delayed generators (Q403184) (← links)
- Numerical schemes for multivalued backward stochastic differential systems (Q424108) (← links)
- Quadratic reflected BSDEs with unbounded obstacles (Q424464) (← links)
- Doubly reflected BSDEs driven by a Lévy process (Q425969) (← links)
- Reflected solutions of generalized anticipated BSDEs and application to reflected BSDEs with functional barrier (Q426712) (← links)
- On backward stochastic differential equations and strict local martingales (Q429279) (← links)
- Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients (Q430972) (← links)
- Reflected backward stochastic differential equations with time delayed generators (Q433591) (← links)
- Comparison theorems for the multidimensional BDSDEs and applications (Q442865) (← links)
- Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1) (Q450798) (← links)
- A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations (Q468732) (← links)
- Approximation of the solution of the backward stochastic differential equation. Small noise, large sample and high frequency cases (Q492172) (← links)
- A semi-linear backward parabolic Cauchy problem with unbounded coefficients of Hamilton-Jacobi-Bellman type and applications to optimal control (Q496116) (← links)
- Optimal consumption and investment with Epstein-Zin recursive utility (Q503395) (← links)
- A convolution method for numerical solution of backward stochastic differential equations (Q518855) (← links)
- On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions (Q537139) (← links)
- On a class of backward doubly stochastic differential equations (Q546054) (← links)
- Necessary and sufficient condition for the comparison theorem of multidimensional anticipated backward stochastic differential equations (Q547354) (← links)
- BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs (Q550005) (← links)
- General existence results for reflected BSDE and BSDE (Q554228) (← links)
- Viscosity solutions for systems of parabolic variational inequalities (Q605043) (← links)
- Strong approximations of BSDEs in a domain (Q605887) (← links)
- A stochastic optimal control problem for the heat equation on the halfline with Dirichlet boundary-noise and boundary-control (Q607563) (← links)
- A BSDE approach to a risk-based optimal investment of an insurer (Q627068) (← links)
- Stochastic viscosity solutions for SPDEs with continuous coefficients (Q638459) (← links)
- A parallel four step domain decomposition scheme for coupled forward-backward stochastic differential equations (Q640015) (← links)
- Semilinear backward doubly stochastic differential equations and SPDEs driven by fractional Brownian motion with Hurst parameter in \((0,1/2)\) (Q653654) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- On weak solutions of forward-backward SDEs (Q662818) (← links)
- Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations (Q681281) (← links)
- Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989) (← links)
