Pages that link to "Item:Q2442149"
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The following pages link to Stochastic differential equations, backward SDEs, partial differential equations (Q2442149):
Displayed 50 items.
- A fractional Bihari inequality and some applications to fractional differential equations and stochastic equations (Q2243948) (← links)
- A non-linear parabolic PDE with a distributional coefficient and its applications to stochastic analysis (Q2272512) (← links)
- A Feynman-Kac result via Markov BSDEs with generalised drivers (Q2278678) (← links)
- Cucker-Smale flocking particles with multiplicative noises: stochastic mean-field limit and phase transition (Q2323397) (← links)
- A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling (Q2332719) (← links)
- Fractional backward stochastic differential equations and fractional backward variational inequalities (Q2346984) (← links)
- Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process (Q2347064) (← links)
- Multivalued backward stochastic differential equations with oblique subgradients (Q2347461) (← links)
- Backward stochastic variational inequalities on random interval (Q2348739) (← links)
- Invariance for stochastic differential systems with time-dependent constraining sets (Q2354177) (← links)
- Integro-partial differential equations with singular terminal condition (Q2357187) (← links)
- Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs (Q2361013) (← links)
- A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes (Q2405395) (← links)
- A self-dual variational approach to stochastic partial differential equations (Q2422463) (← links)
- A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs (Q2656243) (← links)
- General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition (Q2671649) (← links)
- Quasi-hyperbolic discounting under recursive utility and consumption-investment decisions (Q2675417) (← links)
- A multi-step algorithm for BSDEs based on a predictor-corrector scheme and least-squares Monte Carlo (Q2684920) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
- Short-time asymptotic expansions of semilinear evolution equations (Q2799613) (← links)
- BSDEs, Càdlàg Martingale Problems, and Orthogonalization under Basis Risk (Q2813078) (← links)
- Analytical Approximations of BSDEs with Nonsmooth Driver (Q3195111) (← links)
- Ergodic BSDEs with Multiplicative and Degenerate Noise (Q3300841) (← links)
- <i>L</i><sup><i>p</i></sup>-Variational solutions of multivalued backward stochastic differential equations (Q3383299) (← links)
- Systems of Nonlinear Backward and Forward Kolmogorov Equations: Generalized Solutions (Q3389445) (← links)
- Backward stochastic variational inequalities driven by multidimensional fractional Brownian motion (Q4554818) (← links)
- A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems (Q4558886) (← links)
- Dynamics of solvency risk in life insurance liabilities (Q4575375) (← links)
- Lifetime asset allocation with idiosyncratic and systematic mortality risks (Q4583595) (← links)
- Continuity of the Feynman–Kac formula for a generalized parabolic equation (Q4584667) (← links)
- Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience (Q4596852) (← links)
- Anticipated backward stochastic variational inequalities with generalized reflection (Q4598554) (← links)
- Estimation of anthracnose dynamics by nonlinear filtering (Q4600685) (← links)
- A Nonintrusive Stratified Resampler for Regression Monte Carlo: Application to Solving Nonlinear Equations (Q4600830) (← links)
- On the Convergence of Gradient-Like Flows with Noisy Gradient Input (Q4602552) (← links)
- Propagation of chaos for aggregation equations with no-flux boundary conditions and sharp sensing zones (Q4602575) (← links)
- Optimal Feedback Controllers for a Stochastic Differential Equation with Reflection (Q4959837) (← links)
- Numerical approximations of McKean anticipative backward stochastic differential equations arising in initial margin requirements (Q4967860) (← links)
- Bifurcation in Mean Phase Portraits for Stochastic Dynamical Systems with Multiplicative Gaussian Noise (Q4971043) (← links)
- The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation (Q4972762) (← links)
- Backward stochastic Volterra integral equations with jumps in a general filtration (Q4990913) (← links)
- Approximation of the height process of a continuous state branching process with interaction (Q5003654) (← links)
- A Hamilton-Jacobi point of view on mean-field Gibbs-non-Gibbs transitions (Q5004536) (← links)
- Mean-variance asset–liability management with partial information and uncertain time horizon (Q5009160) (← links)
- On nonlinear Feynman–Kac formulas for viscosity solutions of semilinear parabolic partial differential equations (Q5021119) (← links)
- Convergence of approximate solutions by heat kernel for transport-diffusion equation in a half-plane (Q5039291) (← 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)
- Extended mean-field control problem with partial observation (Q5066565) (← links)
- Asymptotic expansion for forward-backward SDEs with jumps (Q5086422) (← links)