Solvability of backward stochastic differential equations with quadratic growth (Q2476890): Difference between revisions

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+Conjugate convex functions in optimal stochastic control
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+Mean-Variance Hedging and Stochastic Control: Beyond the Brownian Setting
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+Utility maximization in incomplete markets
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+Calcul stochastique et problèmes de martingales
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+Continuous exponential martingales and BMO
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+Backward stochastic differential equations and partial differential equations with quadratic growth.
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+Existence for BSDE with superlinear–quadratic coefficient
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+Dynamic exponential utility indifference valuation
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+Backward Stochastic PDE and Imperfect Hedging
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+A semimartingale BSDE related to the minimal entropy martingale measure
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+A Semimartingale Backward Equation and the Variance-Optimal Martingale Measure under General Information Flow
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+Adapted solution of a backward stochastic differential equation
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