A framework of BSDEs with stochastic Lipschitz coefficients (Q5140340): Difference between revisions

@@ Property / cites work @@
+Reflected generalized BSDEs with random time and applications
+Normal rank
@@ Property / cites work @@
+On measure solutions of backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with stochastic monotone coefficients
+Normal rank
@@ Property / cites work @@
+Stochastic Processes
@@ Property / cites work: Stochastic Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Conjugate convex functions in optimal stochastic control
+Normal rank
@@ Property / cites work @@
+Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs
+Normal rank
@@ Property / cites work @@
+BSDEs with polynomial growth generators
@@ Property / cites work: BSDEs with polynomial growth generators / rank @@
+Normal rank
@@ Property / cites work @@
+\(L^p\) solutions of backward stochastic differential equations.
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations Driven By Càdlàg Martingales
+Normal rank
@@ Property / cites work @@
+Representing filtration consistent nonlinear expectations as \(g\)-expectations in general probability spaces
+Normal rank
@@ Property / cites work @@
+Undiscounted Markov Chain BSDEs to Stopping Times
@@ Property / cites work: Undiscounted Markov Chain BSDEs to Stopping Times / rank @@
+Normal rank
@@ Property / cites work @@
+Solutions of Backward Stochastic Differential Equations on Markov Chains
+Normal rank
@@ Property / cites work @@
+Comparisons for backward stochastic differential equations on Markov chains and related no-arbitrage conditions
+Normal rank
@@ Property / cites work @@
+Existence, uniqueness and comparisons for BSDEs in general spaces
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus and Applications
@@ Property / cites work: Stochastic Calculus and Applications / rank @@
+Normal rank
@@ Property / cites work @@
+A general comparison theorem for backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Ergodic BSDEs Driven by Markov Chains
@@ Property / cites work: Ergodic BSDEs Driven by Markov Chains / rank @@
+Normal rank
@@ Property / cites work @@
+Backwards SDE with random terminal time and applications to semilinear elliptic PDE
+Normal rank
@@ Property / cites work @@
+Advances in control, communication networks, and transportation systems. In honor of Pravin Varaiya. Lectures based on presentations of the symposium, Berkeley, CA, USA, June 5--7, 2005.
+Normal rank
@@ Property / cites work @@
+The multiplicity of an increasing family of \(\sigma\)-fields
+Normal rank
@@ Property / cites work @@
+Q4323296
@@ Property / cites work: Q4323296 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4357500
@@ Property / cites work: Q4357500 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Reflected backward doubly stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition
+Normal rank
@@ Property / cites work @@
+A note on the reflected backward stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition
+Normal rank
@@ Property / cites work @@
+Second order backward SDE with random terminal time
+Normal rank
@@ Property / cites work @@
+Double barrier reflected BSDEs with stochastic Lipschitz coefficient
+Normal rank
@@ Property / cites work @@
+Numerical computation for backward doubly SDEs with random terminal time
+Normal rank
@@ Property / cites work @@
+Q5429730
@@ Property / cites work: Q5429730 / rank @@
+Normal rank
@@ Property / cites work @@
+Chaotic and predictable representations for Lévy processes.
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance
+Normal rank
@@ Property / cites work @@
+A stochastic Gronwall inequality in random time horizon and its application to BSDE
+Normal rank
@@ Property / cites work @@
+Backward doubly stochastic differential equations with stochastic Lipschitz condition
+Normal rank
@@ Property / cites work @@
+<i>L</i><sup><i>p</i></sup>-Solutions of backward doubly stochastic differential equations with stochastic Lipschitz condition and <i>p</i> ∈ (1,2)
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Q4357511
@@ Property / cites work: Q4357511 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4263364
@@ Property / cites work: Q4263364 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations, backward SDEs, partial differential equations
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+BSDE<scp>s</scp> with a random terminal time driven by a monotone generator and their links with PDE<scp>s</scp>
+Normal rank
@@ Property / cites work @@
+Elliptic PDEs with distributional drift and backward SDEs driven by a càdlàg martingale with random terminal time
+Normal rank
@@ Property / cites work @@
+Stability of solutions of BSDEs with random terminal time
+Normal rank
@@ Property / cites work @@
+\(L^{p}\) solutions of BSDEs with stochastic Lipschitz condition
+Normal rank
@@ Property / cites work @@
+\(\mathbb L^p\) solutions of backward stochastic differential equations with jumps
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank