BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data (Q1700380): Difference between revisions

@@ Property / cites work @@
+Quadratic BSDE with \(\mathbb{L}^{2}\)-terminal data: Krylov's estimate, Itô-Krylov's formula and existence results
+Normal rank
@@ Property / cites work @@
+Viscosity solutions of Hamilton-Jacobi equations
@@ Property / cites work: Viscosity solutions of Hamilton-Jacobi equations / rank @@
+Normal rank
@@ Property / cites work @@
+Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs
+Normal rank
@@ Property / cites work @@
+The local theory for viscous Hamilton--Jacobi equations in Lebesgue spaces.
+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 @@
+BSDEs with terminal conditions that have bounded Malliavin derivative
+Normal rank
@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
+Normal rank
@@ Property / cites work @@
+Uniqueness Results for Second-Order Bellman--Isaacs Equations under Quadratic Growth Assumptions and Applications
+Normal rank
@@ Property / cites work @@
+Convex Hamilton-Jacobi equations under superlinear growth conditions on data
+Normal rank
@@ Property / cites work @@
+Backward SDEs with superquadratic growth
@@ Property / cites work: Backward SDEs with superquadratic growth / rank @@
+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 @@
+The Cauchy problem for \(u_{t}=\Delta u+| \nabla u|^q\)
+Normal rank
@@ Property / cites work @@
+A KPZ growth model with possibly unbounded data: correctness and blow-up
+Normal rank
@@ Property / cites work @@
+Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and partial differential equations with quadratic growth.
+Normal rank
@@ Property / cites work @@
+A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition
+Normal rank
@@ Property / cites work @@
+An example of indifference prices under exponential preferences
+Normal rank
@@ Property / cites work @@
+Optimal Strategies for Risk-Sensitive Portfolio Optimization Problems for General Factor Models
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Q4029028
@@ Property / cites work: Q4029028 / rank @@
+Normal rank
@@ Property / cites work @@
+Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition
+Normal rank