Pages that link to "Item:Q1039065"
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The following pages link to Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension. (Q1039065):
Displayed 10 items.
- Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces (Q315757) (← links)
- Backward doubly stochastic differential equations with weak assumptions on the coefficients (Q548009) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- Infinite horizon BSDEs under consistent nonlinear expectations (Q2071438) (← links)
- Second order backward SDE with random terminal time (Q2201514) (← links)
- Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979) (← links)
- AN ERGODIC BSDE RISK REPRESENTATION IN A JUMP-DIFFUSION FRAMEWORK (Q5010067) (← links)
- Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes (Q5130922) (← links)
- Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE (Q5280241) (← links)
- Epstein‐Zin utility maximization on a random horizon (Q6146695) (← links)