One-dimensional BSDEs with finite and infinite time horizons (Q550145): Difference between revisions

@@ Property / author @@
-Sheng-Jun Fan
@@ Property / author: Sheng-Jun Fan / rank @@
-Normal rank
@@ Property / author @@
-De-Jian Tian
@@ Property / author: De-Jian Tian / rank @@
-Normal rank
@@ Property / author @@
+Sheng-Jun Fan
@@ Property / author: Sheng-Jun Fan / rank @@
+Normal rank
@@ Property / author @@
+De-Jian Tian
@@ Property / author: De-Jian Tian / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spa.2010.11.008
+Normal rank
@@ Property / OpenAlex ID @@
+W2000345319
@@ Property / OpenAlex ID: W2000345319 / rank @@
+Normal rank
@@ Property / cites work @@
+\(L^p\) solutions of backward stochastic differential equations.
+Normal rank
@@ Property / cites work @@
+BSDE with quadratic growth and unbounded terminal value
+Normal rank
@@ Property / cites work @@
+Quadratic BSDEs with convex generators and unbounded terminal conditions
+Normal rank
@@ Property / cites work @@
+One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\)
+Normal rank
@@ Property / cites work @@
+Q2767317
@@ Property / cites work: Q2767317 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4761439
@@ Property / cites work: Q4761439 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4815297
@@ Property / cites work: Q4815297 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients
+Normal rank
@@ Property / cites work @@
+A uniqueness theorem for the solution of backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with continuous coefficient
+Normal rank
@@ Property / cites work @@
+Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Q4263364
@@ Property / cites work: Q4263364 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Hamilton–Jacobi–Bellman Equations
@@ Property / cites work: Stochastic Hamilton–Jacobi–Bellman Equations / rank @@
+Normal rank