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

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