Quadratic BSDEs with jumps and related PIDEs (Q5086911): Difference between revisions

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+Solutions of BSDE's with jumps and quadratic/locally Lipschitz generator
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+Classical and variational differentiability of BSDEs with quadratic growth
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+Q5044125
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+Normal rank
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+Solvability of some quadratic BSDEs without exponential moments
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+Quadratic BSDE with \(\mathbb{L}^{2}\)-terminal data: Krylov's estimate, Itô-Krylov's formula and existence results
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+Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs
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+Backward stochastic differential equations and integral-partial differential equations
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+Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging
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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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+On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions
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+Backward stochastic differential equations with jumps and their actuarial and financial applications. BSDEs with jumps
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+Limit theorems for BSDE with local time applications to non-linear PDE
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+Backward Stochastic Differential Equations in Finance
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+Generalized BSDE with 2-reflecting barriers and stochastic quadratic growth
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+BSDEs, convergence in law and homogenization of semilinear parabolic SDEs
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+UTILITY MAXIMIZATION WITH RANDOM HORIZON: A BSDE APPROACH
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+Backward-forward SDE's and stochastic differential games
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+Zero-sum stochastic differential games and backward equations
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+Backward equations, stochastic control and zero-sum stochastic differential games
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+Quadratic BSDEs with jumps: a fixed-point approach
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+Quadratic BSDEs with jumps: Related nonlinear expectations
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+Backward stochastic differential equations and partial differential equations with quadratic growth.
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+Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem
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+A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem
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+Forward-backward stochastic differential equations and quasilinear parabolic PDEs
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+A General Stochastic Maximum Principle for Optimal Control Problems
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+Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
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+BSDEs with jumps, optimization and applications to dynamic risk measures
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+BSDE driven by Poisson point processes with discontinuous coefficient
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+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
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+Solvability of backward stochastic differential equations with quadratic growth
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+A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
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