Quadratic BSDEs with mean reflection (Q2001551): Difference between revisions

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+W2618728568
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+.09852
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+Classical and variational differentiability of BSDEs with quadratic growth
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+Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs
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+BSDEs with weak terminal condition
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+Particles systems and numerical schemes for mean reflected stochastic differential equations
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+Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces
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+BSDEs with mean reflection
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+A simple constructive approach to quadratic BSDEs with or without delay
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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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+Pricing of American Contingent Claims with Jump Stock Price and Constrained Portfolios
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+Hedging contingent claims for a large investor in an incomplete market
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+A note on existence and uniqueness for solutions of multidimensional reflected 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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+Backward stochastic differential equations with reflection and Dynkin games
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+Backward stochastic differential equations with constraints on the gains-process
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Q4356589
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+Backward Stochastic Differential Equations in Finance
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+A financial market with interacting investors: does an equilibrium exist?
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+On the Starting and Stopping Problem: Application in Reversible Investments
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+Switching problem and related system of reflected backward SDEs
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+A stability approach for solving multidimensional quadratic BSDEs
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+Utility maximization in incomplete markets
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+Multi-dimensional BSDE with oblique reflection and optimal switching
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+Multi-dimensional backward stochastic differential equations of diagonally quadratic generators
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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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+Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem
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+The Malliavin Calculus and Related Topics
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+Adapted solution of a backward stochastic differential equation
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+Reflected BSDE with a constraint and its applications in an incomplete market
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+Solvability of backward stochastic differential equations with quadratic growth
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+A class of globally solvable Markovian quadratic BSDE systems and applications
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