Some results on general quadratic reflected BSDEs driven by a continuous martingale (Q2637208): Difference between revisions

@@ Property / cites work @@
+Classical and variational differentiability of BSDEs with quadratic growth
+Normal rank
@@ Property / cites work @@
+Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs
+Normal rank
@@ Property / cites work @@
+Quadratic reflected BSDEs with unbounded obstacles
+Normal rank
@@ Property / cites work @@
+Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces
+Normal rank
@@ Property / cites work @@
+\(L^p\) solutions of backward stochastic differential equations.
+Normal rank
@@ Property / cites work @@
+A simple constructive approach to quadratic BSDEs with or without delay
+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 @@
+Existence, uniqueness and comparisons for BSDEs in general spaces
+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 @@
+Q4357500
@@ Property / cites work: Q4357500 / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Q4357508
@@ Property / cites work: Q4357508 / rank @@
+Normal rank
@@ Property / cites work @@
+Utility maximization in incomplete markets
@@ Property / cites work: Utility maximization in incomplete markets / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous exponential martingales and BMO
@@ Property / cites work: Continuous exponential martingales and BMO / rank @@
+Normal rank
@@ Property / cites work @@
+Quadratic BSDEs with jumps: a fixed-point approach
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and partial differential equations with quadratic growth.
+Normal rank
@@ Property / cites work @@
+Q4787899
@@ Property / cites work: Q4787899 / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions
+Normal rank
@@ Property / cites work @@
+Existence for BSDE with superlinear–quadratic coefficient
+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 @@
+Generalized BSDEs and nonlinear Neumann boundary value problems
+Normal rank
@@ Property / cites work @@
+The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles
+Normal rank
@@ Property / cites work @@
+Solvability of backward stochastic differential equations with quadratic growth
+Normal rank
@@ Property / cites work @@
+Optimal stochastic control, stochastic target problems, and backward SDE.
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with reflection and weak assumptions on the coefficients
+Normal rank