Mean-field type quadratic BSDEs (Q6164085): Difference between revisions

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-.3934/naco.2022009
@@ Property / DOI: 10.3934/naco.2022009 / rank @@
-Normal rank
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+Well-posedness of mean-field type forward-backward stochastic differential equations
+Normal rank
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+Conjugate convex functions in optimal stochastic control
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+Linear Quadratic Optimal Stochastic Control with Random Coefficients
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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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+Mean-field backward stochastic differential equations and related partial differential equations
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+Mean field forward-backward stochastic differential equations
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+Probabilistic Theory of Mean Field Games with Applications I
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+BSE's, BSDE's and fixed-point problems
@@ Property / cites work: BSE's, BSDE's and fixed-point problems / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous exponential martingales and BMO
@@ Property / cites work: Continuous exponential martingales and BMO / rank @@
+Normal rank
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+Backward stochastic differential equations and partial differential equations with quadratic growth.
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+Adapted solution of a backward stochastic differential equation
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@@ Property / DOI @@
+.3934/NACO.2022009
@@ Property / DOI: 10.3934/NACO.2022009 / rank @@
+Normal rank