Pages that link to "Item:Q1370224"

The following pages link to Backwards SDE with random terminal time and applications to semilinear elliptic PDE (Q1370224):

Displaying 47 items.

• Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach (Q2238894) (← links)
• A note on FBSDE characterization of mean exit times (Q2272016) (← links)
• Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting (Q2296120) (← links)
• A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance (Q2301492) (← links)
• Bank monitoring incentives under moral hazard and adverse selection (Q2302840) (← links)
• Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs (Q2302933) (← links)
• Lagrangian stochastic models with specular boundary condition (Q2338948) (← links)
• BSDEs of counterparty risk (Q2347456) (← links)
• Backward stochastic variational inequalities on random interval (Q2348739) (← links)
• Backward stochastic differential equations with random stopping time and singular final condition (Q2370097) (← links)
• Option prices under liquidity risk as weak solutions of semilinear diffusion equations (Q2410980) (← links)
• Infinite horizon stochastic optimal control for Volterra equations with completely monotone kernels (Q2414738) (← links)
• A Monte Carlo method for backward stochastic differential equations with Hermite martingales (Q2417976) (← links)
• BSDEs with terminal conditions that have bounded Malliavin derivative (Q2452450) (← links)
• Stochastic representation of weak solutions of viscous conservation laws: a BSDE approach (Q2636933) (← links)
• Stochastic maximum principle for optimal liquidation with control-dependent terminal time (Q2674442) (← links)
• Generalized Hamilton--Jacobi--Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem (Q2796108) (← links)
• Optimal stochastic control with recursive cost functionals of stochastic differential systems reflected in a domain (Q2949592) (← links)
• BSDEs with random terminal time under enlarged filtration. American-style options hedging by an insider (Q3103217) (← links)
• Ergodic BSDEs with Multiplicative and Degenerate Noise (Q3300841) (← links)
• <i>L</i>^<i>p</i>-Variational solutions of multivalued backward stochastic differential equations (Q3383299) (← links)
• Probabilistic approach to singular perturbations of semilinear and quasilinear parabolic PDEs (Q4238364) (← links)
• Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration (Q4431483) (← links)
• Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints (Q4578001) (← links)
• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications (Q4678748) (← links)
• Backward stochastic variational inequalities (Q4719381) (← links)
• Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient (Q4826126) (← links)
• Continuity problem for singular BSDE with random terminal time (Q5043557) (← links)
• Penalization for a PDE with a nonlinear Neumann boundary condition and measurable coefficients (Q5065037) (← links)
• On perpetual American options in a multidimensional Black–Scholes model (Q5094573) (← links)
• A framework of BSDEs with stochastic Lipschitz coefficients (Q5140340) (← links)
• REFLECTED BSDES WITH STOCHASTIC MONOTONE GENERATOR AND APPLICATION TO VALUING AMERICAN OPTIONS (Q5148000) (← links)
• Lp solutions of infinite time interval backward doubly stochastic differential equations (Q5157354) (← links)
• Elliptic PDEs with distributional drift and backward SDEs driven by a càdlàg martingale with random terminal time (Q5268389) (← links)
• Undiscounted Markov Chain BSDEs to Stopping Times (Q5416555) (← links)
• Application of doubly reflected BSDEs to an impulse control problem (Q5746729) (← links)
• A Numerical Scheme for the Quantile Hedging Problem (Q5853613) (← links)
• Sobolev space weak solutions to one kind of quasilinear parabolic partial differential equations related to forward-backward stochastic differential equations (Q6041198) (← links)
• Public private partnerships contract under moral hazard and ambiguous information (Q6051214) (← links)
• Three ways to solve partial differential equations with neural networks — A review (Q6068232) (← links)
• Optimal stopping contract for public private partnerships under moral hazard (Q6105371) (← links)
• The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462) (← links)
• Linear-quadratic delayed mean-field social optimization (Q6142536) (← links)
• Epstein‐Zin utility maximization on a random horizon (Q6146695) (← links)
• Reflected generalized discontinuous BSDEs with rcll barrier and an obstacle problem of IPDE with nonlinear Neumann boundary conditions (Q6157630) (← links)
• Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem (Q6174064) (← links)
• The probabilistic solution of a system of semilinear elliptic PDEs under the third boundary conditions (Q6186093) (← links)