QUADRATIC FBSDE WITH GENERALIZED BURGERS' TYPE NONLINEARITIES, PERTURBATIONS AND LARGE DEVIATIONS (Q4922061): Difference between revisions

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+.3581
@@ Property / arXiv ID: 1205.3581 / rank @@
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+Classical and variational differentiability of BSDEs with quadratic growth
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+Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces
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+Nonuniqueness for the heat flow of harmonic maps on the disk
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+Finite-time blow-up of the heat flow of harmonic maps from surfaces
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+Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus
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+On the existence, uniqueness, stability and the properties of large deviations of solutions of backward stochastic differential equations with random terminal time. Application to singular perturbation problems.
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+Backward Stochastic Differential Equations in Finance
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+CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY
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+Path regularity and explicit convergence rate for BSDE with truncated quadratic growth
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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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+Large deviations of a forward backward stochastic differential equation.
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+On the generalized Burgers equation
@@ Property / cites work: On the generalized Burgers equation / rank @@
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@@ Property / cites work @@
+Solvability of backward stochastic differential equations with quadratic growth
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+W2127258133
@@ Property / OpenAlex ID: W2127258133 / rank @@
+Normal rank