QUADRATIC FBSDE WITH GENERALIZED BURGERS' TYPE NONLINEARITIES, PERTURBATIONS AND LARGE DEVIATIONS (Q4922061): Difference between revisions

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+Classical and variational differentiability of BSDEs with quadratic growth
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+Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces
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+Nonuniqueness for the heat flow of harmonic maps on the disk
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+Finite-time blow-up of the heat flow of harmonic maps from surfaces
+Normal rank
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+Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus
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+On the existence, uniqueness, stability and the properties of large deviations of solutions of backward stochastic differential equations with random terminal time. Application to singular perturbation problems.
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+Backward Stochastic Differential Equations in Finance
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+CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY
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+Path regularity and explicit convergence rate for BSDE with truncated quadratic growth
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+Backward stochastic differential equations and partial differential equations with quadratic growth.
+Normal rank
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+Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem
+Normal rank
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+Large deviations of a forward backward stochastic differential equation.
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+On the generalized Burgers equation
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+Normal rank
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+Solvability of backward stochastic differential equations with quadratic growth
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