Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces (Q2483468): Difference between revisions

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+W2045563908
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+math/0701849
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+Classical and variational differentiability of BSDEs with quadratic growth
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+Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators
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+\(L^p\) solutions of backward stochastic differential equations.
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+BSDE with quadratic growth and unbounded terminal value
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+\(L^{p}\) solutions of BSDEs with stochastic Lipschitz condition
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+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
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+Q4357499
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+Q4357500
@@ Property / cites work: Q4357500 / rank @@
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+Backward Stochastic Differential Equations in Finance
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+Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
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+Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces.
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+Utility maximization in incomplete markets
@@ Property / cites work: Utility maximization in incomplete markets / rank @@
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+Continuous exponential martingales and BMO
@@ Property / cites work: Continuous exponential martingales and BMO / rank @@
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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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+Forward-backward stochastic differential equations and their applications
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+Q4379369
@@ Property / cites work: Q4379369 / rank @@
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+Q4263364
@@ Property / cites work: Q4263364 / rank @@
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+Adapted solution of a backward stochastic differential equation
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+Q4029028
@@ Property / cites work: Q4029028 / rank @@
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+Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
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+Q4313775
@@ Property / cites work: Q4313775 / rank @@
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+Semi-linear systems of backward stochastic partial differential equations in \(\mathbb{R}^n\)
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+Q3836497
@@ Property / cites work: Q3836497 / rank @@
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+Publication:2483468