Solvability of coupled FBSDEs with diagonally quadratic generators (Q5361985): Difference between revisions

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+Existence of the solutions of backward-forward SDE's with continuous monotone coefficients
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+Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs
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+BSDEs with terminal conditions that have bounded Malliavin derivative
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+Multidimensional quadratic and subquadratic BSDEs with special structure
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+On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case.
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+Backward SDEs with superquadratic growth
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+Splitting multidimensional BSDEs and finding local equilibria
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+An FBSDE approach to the Skorokhod embedding problem for Gaussian processes with non-linear drift
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+PORTFOLIO OPTIMIZATION UNDER NONLINEAR UTILITY
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+Forward-backward systems for expected utility maximization
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+Multi-dimensional backward stochastic differential equations of diagonally quadratic generators
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+Incomplete Stochastic Equilibria with Exponential Utilities Close to Pareto Optimality
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+Continuous exponential martingales and BMO
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+Backward stochastic differential equations and partial differential equations with quadratic growth.
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+Multidimensional Markovian FBSDEs with super-quadratic growth
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+Solving forward-backward stochastic differential equations explicitly -- a four step scheme
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+On well-posedness of forward-backward SDEs -- a unified approach
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+Adapted solution of a backward stochastic differential equation
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