Backward stochastic differential equations with unbounded generators (Q4630519): Difference between revisions

@@ Property / arXiv ID @@
+.2531
@@ Property / arXiv ID: 1410.2531 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with locally Lipschitz coefficient
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient
+Normal rank
@@ Property / cites work @@
+Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs
+Normal rank
@@ Property / cites work @@
+Risk-neutral valuation. Pricing and hedging of financial derivatives.
+Normal rank
@@ Property / cites work @@
+Linear Quadratic Optimal Stochastic Control with Random Coefficients
+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 @@
+On the Uniqueness of Solutions to Quadratic BSDEs with Non-convex Generators
+Normal rank
@@ Property / cites work @@
+Risk-sensitive control for a class of nonlinear systems with multiplicative noise
+Normal rank
@@ Property / cites work @@
+On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions
+Normal rank
@@ Property / cites work @@
+On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case
+Normal rank
@@ Property / cites work @@
+Harmonic analysis of stochastic equations and backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q4357500
@@ Property / cites work: Q4357500 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Stochastic minimum-energy control
@@ Property / cites work: Stochastic minimum-energy control / rank @@
+Normal rank
@@ Property / cites work @@
+Linear Backward Stochastic Differential Equations of Descriptor Type: Regular Systems
+Normal rank
@@ Property / cites work @@
+Q4357505
@@ Property / cites work: Q4357505 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5313290
@@ Property / cites work: Q5313290 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and partial differential equations with quadratic growth.
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with continuous coefficient
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and their applications
+Normal rank
@@ Property / cites work @@
+Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+th seminar on probability. Including papers from the `Journées de Probabilités', Dijon, France, June 2010
+Normal rank
@@ Property / cites work @@
+Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Stochastic Hamilton–Jacobi–Bellman Equations
@@ Property / cites work: Stochastic Hamilton–Jacobi–Bellman Equations / rank @@
+Normal rank
@@ Property / cites work @@
+A Generalized dynamic programming principle and hamilton-jacobi-bellman equation
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+BSDEs with general filtration driven by Lévy processes, and an application in stochastic controllability
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with non-Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Q3599708
@@ Property / cites work: Q3599708 / rank @@
+Normal rank
@@ Property / cites work @@
+Completeness of security markets and solvability of linear backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Remarks on some short rate term structure models
@@ Property / cites work: Remarks on some short rate term structure models / rank @@
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank
@@ Property / cites work @@
+Representation theorems for generators of BSDEs with monotonic and convex growth generators
+Normal rank
@@ Property / cites work @@
+Q2767317
@@ Property / cites work: Q2767317 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3098837289
@@ Property / OpenAlex ID: W3098837289 / rank @@
+Normal rank