Multivalued backward stochastic differential equations with time delayed generators (Q403184): Difference between revisions

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+Q5665783
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+Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management in insurance and finance
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+Backward stochastic differential equations with time delayed generators -- results and counterexamples
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+On Malliavin's differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures
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+FBDEs with time delayed generators: \(L^{p}\)-solutions, differentiability, representation formulas and path regularity
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+A stochastic approach to a multivalued Dirichlet-Neumann problem
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+Backward stochastic variational inequalities on random interval
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+Numerical schemes for multivalued backward stochastic differential systems
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+Adapted solution of a backward stochastic differential equation
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+Q4029028
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+Backward stochastic differential equations with subdifferential operator and related variational inequalities
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+The Fitzpatrick function - a bridge between convex analysis and multivalued stochastic differential equations
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+Reflected backward stochastic differential equations with time delayed generators
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