General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition (Q2671649): Difference between revisions

@@ Property / arXiv ID @@
+.11179
@@ Property / arXiv ID: 1911.11179 / rank @@
+Normal rank
@@ Property / cites work @@
+Conjugate convex functions in optimal stochastic control
+Normal rank
@@ Property / cites work @@
+Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces
+Normal rank
@@ Property / cites work @@
+\(L^p\) solutions of backward stochastic differential equations.
+Normal rank
@@ Property / cites work @@
+Q4761439
@@ Property / cites work: Q4761439 / rank @@
+Normal rank
@@ Property / cites work @@
+Harmonic analysis of stochastic equations and backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A new proof for comparison theorems for stochastic differential inequalities with respect to semimartingales
+Normal rank
@@ Property / cites work @@
+Q4357500
@@ Property / cites work: Q4357500 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+\(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators
+Normal rank
@@ Property / cites work @@
+Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions
+Normal rank
@@ Property / cites work @@
+Multidimensional BSDEs with weak monotonicity and general growth generators
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type
+Normal rank
@@ Property / cites work @@
+Continuous exponential martingales and BMO
@@ Property / cites work: Continuous exponential martingales and BMO / rank @@
+Normal rank
@@ Property / cites work @@
+\(L^p (p > 1)\) solutions of BSDEs with generators satisfying some non-uniform conditions in \(t\) and \(\omega\)
+Normal rank
@@ Property / cites work @@
+Bounded solutions for general time interval BSDEs with quadratic growth coefficients and stochastic conditions
+Normal rank
@@ Property / cites work @@
+Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem
+Normal rank
@@ Property / cites work @@
+Q4263364
@@ Property / cites work: Q4263364 / rank @@
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations, backward SDEs, partial differential equations
+Normal rank
@@ Property / cites work @@
+Q4657107
@@ Property / cites work: Q4657107 / rank @@
+Normal rank
@@ Property / cites work @@
+\(L^{p}\) solutions of BSDEs with stochastic Lipschitz condition
+Normal rank
@@ Property / cites work @@
+A class of stochastic Gronwall's inequality and its application
+Normal rank
@@ Property / cites work @@
+General time interval BSDEs under the weak monotonicity condition and nonlinear decomposition for general <i>g</i>-supermartingales
+Normal rank