Backward SDEs with superquadratic growth (Q718880): Difference between revisions

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+The local theory for viscous Hamilton--Jacobi equations in Lebesgue spaces.
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+Conjugate convex functions in optimal stochastic control
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+BSDE with quadratic growth and unbounded terminal value
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+Quadratic BSDEs with convex generators and unbounded terminal conditions
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+Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs
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+Representation of the penalty term of dynamic concave utilities
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+Backward Stochastic Differential Equations in Finance
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+Convex measures of risk and trading constraints
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+The Cauchy problem for \(u_{t}=\Delta u+| \nabla u|^q\)
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+Law invariant risk measures have the Fatou property
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+Backward stochastic differential equations and partial differential equations with quadratic growth.
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+Adapted solution of a backward stochastic differential equation
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+Q4029028
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+Convex functions, monotone operators and differentiability.
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