Pages that link to "Item:Q2476890"
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The following pages link to Solvability of backward stochastic differential equations with quadratic growth (Q2476890):
Displaying 50 items.
- On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case (Q255489) (← links)
- Numerical simulation of quadratic BSDEs (Q259576) (← links)
- A system of quadratic BSDEs arising in a price impact model (Q292906) (← links)
- Robust utility maximization for a diffusion market model with misspecified coefficients (Q354194) (← links)
- Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs (Q373548) (← links)
- Splitting multidimensional BSDEs and finding local equilibria (Q402721) (← links)
- Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition (Q444352) (← links)
- Pseudo linear pricing rule for utility indifference valuation (Q457184) (← links)
- New proofs of some results on bounded mean oscillation martingales using backward stochastic differential equations (Q482796) (← links)
- Existence and uniqueness of bounded weak solutions of a semilinear parabolic PDE (Q616266) (← links)
- Exponential utility maximization under partial information (Q650760) (← links)
- 44th seminar on probability. Including papers from the `Journées de Probabilités', Dijon, France, June 2010 (Q660368) (← links)
- Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909) (← links)
- A stability approach for solving multidimensional quadratic BSDEs (Q1721997) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- Multidimensional Markovian FBSDEs with super-quadratic growth (Q1730937) (← links)
- A class of globally solvable Markovian quadratic BSDE systems and applications (Q1747757) (← links)
- A financial market with interacting investors: does an equilibrium exist? (Q1932546) (← links)
- Quadratic BSDEs with mean reflection (Q2001551) (← links)
- Equilibrium asset pricing with transaction costs (Q2022762) (← links)
- A study of backward stochastic differential equation on a Riemannian manifold (Q2042810) (← links)
- Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions (Q2080287) (← links)
- Solvability of a class of mean-field BSDEs with quadratic growth (Q2081771) (← links)
- Radner equilibrium and systems of quadratic BSDEs with discontinuous generators (Q2094573) (← links)
- Quadratic mean-field reflected BSDEs (Q2096186) (← links)
- Mean field portfolio games (Q2111248) (← links)
- A characterization of solutions of quadratic BSDEs and a new approach to existence (Q2121079) (← links)
- Reflected BSDEs in non-convex domains (Q2159261) (← links)
- A type of globally solvable BSDEs with triangularly quadratic generators (Q2201488) (← links)
- Anticipated backward stochastic differential equations with quadratic growth (Q2208474) (← links)
- Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach (Q2238894) (← links)
- Backward stochastic differential equations associated with the vorticity equations (Q2253207) (← links)
- The Cauchy problem of backward stochastic super-parabolic equations with quadratic growth (Q2296124) (← links)
- Quadratic \(g\)-convexity, \(C\)-convexity and their relationships (Q2342394) (← links)
- Solvability of some quadratic BSDEs without exponential moments (Q2376627) (← links)
- A simple constructive approach to quadratic BSDEs with or without delay (Q2447694) (← links)
- Second order backward stochastic differential equations with quadratic growth (Q2447731) (← links)
- Some results on general quadratic reflected BSDEs driven by a continuous martingale (Q2637208) (← links)
- Power utility maximization under partial information: some convergence results (Q2638359) (← links)
- Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators (Q2670782) (← links)
- Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators (Q2685237) (← links)
- A new existence result for second-order BSDEs with quadratic growth and their applications (Q2803415) (← links)
- Multidimensional quadratic and subquadratic BSDEs with special structure (Q2804014) (← links)
- Stability and Analytic Expansions of Local Solutions of Systems of Quadratic BSDEs with Applications to a Price Impact Model (Q2819094) (← links)
- SOLVABILITY AND NUMERICAL SIMULATION OF BSDEs RELATED TO BSPDEs WITH APPLICATIONS TO UTILITY MAXIMIZATION (Q3094326) (← links)
- BSDEs Driven by Multidimensional Martingales and Their Applications to Markets with Funding Costs (Q3178727) (← links)
- On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
- Contracting Theory with Competitive Interacting Agents (Q4631456) (← links)
- QUADRATIC FBSDE WITH GENERALIZED BURGERS' TYPE NONLINEARITIES, PERTURBATIONS AND LARGE DEVIATIONS (Q4922061) (← links)
- On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples (Q5038289) (← links)