Pages that link to "Item:Q3445514"
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The following pages link to Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs (Q3445514):
Displayed 50 items.
- Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (Q255513) (← links)
- Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. (Q282508) (← links)
- A stochastic target approach to Ricci flow on surfaces (Q282517) (← links)
- Robust utility maximization for a diffusion market model with misspecified coefficients (Q354194) (← links)
- Probabilistic approach to viscosity solutions of the Cauchy problems for systems if fully nonlinear parabolic equations (Q357232) (← links)
- Random \(G\)-expectations (Q373831) (← links)
- Second order reflected backward stochastic differential equations (Q389069) (← links)
- Second-order BSDEs with general reflection and game options under uncertainty (Q402477) (← links)
- Wellposedness of second order backward SDEs (Q438976) (← links)
- Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations (Q523374) (← links)
- Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes (Q529424) (← links)
- Martingale representation theorem for the \(G\)-expectation (Q550131) (← links)
- Stopping times and related Itô's calculus with \(G\)-Brownian motion (Q550162) (← links)
- A probabilistic numerical method for fully nonlinear parabolic PDEs (Q640058) (← links)
- Option hedging for small investors under liquidity costs (Q650751) (← links)
- Weak approximation of \(G\)-expectations (Q665446) (← links)
- Backward stochastic dynamics on a filtered probability space (Q717884) (← links)
- Backward SDEs with superquadratic growth (Q718880) (← links)
- Discrete-time probabilistic approximation of path-dependent stochastic control problems (Q744373) (← links)
- Optimal stopping under adverse nonlinear expectation and related games (Q748312) (← links)
- Option valuation and hedging using an asymmetric risk function: asymptotic optimality through fully nonlinear partial differential equations (Q784734) (← links)
- Forward-backward stochastic equations associated with systems of quasilinear parabolic equations and comparison theorems (Q906002) (← links)
- Option pricing with linear market impact and nonlinear Black-Scholes equations (Q1617139) (← links)
- On the homotopy analysis method for backward/forward-backward stochastic differential equations (Q1678593) (← links)
- Dynamic programming approach to principal-agent problems (Q1691442) (← links)
- Backward nonlinear expectation equations (Q1702883) (← links)
- Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations (Q1746430) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- Itô's calculus under sublinear expectations via regularity of PDEs and rough paths (Q1747795) (← links)
- Kolmogorov-type and general extension results for nonlinear expectations (Q1790167) (← links)
- Dual formulation of second order target problems (Q1948690) (← links)
- Reflected quadratic BSDEs driven by \(G\)-Brownian motions (Q1997195) (← links)
- Neural networks-based backward scheme for fully nonlinear PDEs (Q2022970) (← links)
- An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2029145) (← links)
- An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by \(G\)-Brownian motion (Q2069922) (← links)
- High order one-step methods for backward stochastic differential equations via Itô-Taylor expansion (Q2090362) (← links)
- A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations (Q2125000) (← links)
- Deep neural networks based temporal-difference methods for high-dimensional parabolic partial differential equations (Q2168314) (← links)
- Understanding the dual formulation for the hedging of path-dependent options with price impact (Q2170357) (← links)
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
- Second order backward SDE with random terminal time (Q2201514) (← links)
- Representation of solutions to 2BSDEs in an extended monotonicity setting (Q2208977) (← links)
- Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle (Q2229553) (← links)
- Local wellposedness of coupled backward stochastic differential equations driven by \(G\)-Brownian motions (Q2236007) (← links)
- On nonlinear expectations and Markov chains under model uncertainty (Q2237129) (← links)
- Explicit deferred correction methods for second-order forward backward stochastic differential equations (Q2316181) (← links)
- On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
- Machine learning for semi linear PDEs (Q2316193) (← links)
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
- A monotone scheme for high-dimensional fully nonlinear PDEs (Q2346082) (← links)