Continuity problem for singular BSDE with random terminal time (Q5043557): Difference between revisions

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+Continuity problem for singular BSDE with random terminal time
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+Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration
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+BSDEs with Singular Terminal Condition and a Control Problem with Constraints
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+Fully nonlinear Neumann type boundary conditions for second-order elliptic and parabolic equations
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+Viscosity solutions of Hamilton-Jacobi equations
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+Conjugate convex functions in optimal stochastic control
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+User’s guide to viscosity solutions of second order partial differential equations
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+Backwards SDE with random terminal time and applications to semilinear elliptic PDE
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+Backward stochastic differential equations with jumps and their actuarial and financial applications. BSDEs with jumps
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+Trace on the boundary for solutions of nonlinear differential equations
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+Backward Stochastic Differential Equations in Finance
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+Q5189317
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+Q5520962
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+Elliptic partial differential equations of second order
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+Smooth solutions to portfolio liquidation problems under price-sensitive market impact
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+Q4778955
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+Normal rank
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+On solutions of δu=f(u)
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+BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration
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+Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting
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+<i>L<sup>p</sup></i>-solution for BSDEs with jumps in the case<i>p</i>&lt;2
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+A probabilistic Poisson representation for positive solutions of ?u = u2 in a planar domain
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+The boundary trace of positive solutions of semilinear elliptic equations: the subcritical case
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+The boundary trace of positive solutions of semilinear elliptic equations: The supercritical case
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+Initial trace of positive solutions of some nonlinear parabolic equations
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+Adapted solution of a backward stochastic differential equation
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+Stochastic differential equations, backward SDEs, partial differential equations
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+Backward stochastic differential equations with singular terminal condition
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@@ Property / cites work @@
+Backward stochastic differential equations with random stopping time and singular final condition
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+Limit behaviour of BSDE with jumps and with singular terminal condition
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+Integro-partial differential equations with singular terminal condition
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+Backward stochastic differential equations with non-Markovian singular terminal values
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank
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+Publication:5043557