A class of backward doubly stochastic differential equations with non-Lipschitz coefficients (Q734712): Difference between revisions

@@ Property / cites work @@
+Weak solutions for SPDE's and backward doubly stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Quadratic BSDEs with convex generators and unbounded terminal conditions
+Normal rank
@@ Property / cites work @@
+On a SDE driven by a fractional Brownian motion and with monotone drift
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Zero-sum stochastic differential games and backward equations
+Normal rank
@@ Property / cites work @@
+Reflected BSDEs and mixed game problem
@@ Property / cites work: Reflected BSDEs and mixed game problem / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with continuous coefficient
+Normal rank
@@ Property / cites work @@
+Stochastic PDEs driven by nonlinear noise and backward doubly SDEs
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Backward doubly stochastic differential equations and systems of quasilinear SPDEs
+Normal rank
@@ Property / cites work @@
+Stochastic Hamilton–Jacobi–Bellman Equations
@@ Property / cites work: Stochastic Hamilton–Jacobi–Bellman Equations / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and applications to optimal control
+Normal rank
@@ Property / cites work @@
+Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
+Normal rank
@@ Property / cites work @@
+Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
+Normal rank
@@ Property / cites work @@
+Mean‐Variance Portfolio Selection under Partial Information
+Normal rank
@@ Property / cites work @@
+Representation of solutions to BSDEs associated with a degenerate FSDE
+Normal rank