Pages that link to "Item:Q929376"
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The following pages link to Quadratic BSDEs with convex generators and unbounded terminal conditions (Q929376):
Displayed 50 items.
- Backward stochastic partial differential equations with quadratic growth (Q2252481) (← links)
- Backward stochastic differential equations associated with the vorticity equations (Q2253207) (← links)
- Open-loop equilibrium strategy for mean-variance portfolio problem under stochastic volatility (Q2280828) (← links)
- Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility (Q2292185) (← links)
- The Cauchy problem of backward stochastic super-parabolic equations with quadratic growth (Q2296124) (← links)
- Quadratic \(g\)-convexity, \(C\)-convexity and their relationships (Q2342394) (← links)
- Representation theorems for generators of BSDEs with monotonic and convex growth generators (Q2343654) (← links)
- Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process (Q2347064) (← links)
- Feynman-Kac representation of fully nonlinear PDEs and applications (Q2355853) (← links)
- Infinite horizon stochastic optimal control for Volterra equations with completely monotone kernels (Q2414738) (← links)
- The Bellman equation for power utility maximization with semimartingales (Q2428054) (← links)
- A generalized comparison theorem for BSDEs and its applications (Q2428525) (← links)
- A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations (Q2431046) (← links)
- Minimal supersolutions of convex BSDEs (Q2434909) (← links)
- A simple constructive approach to quadratic BSDEs with or without delay (Q2447694) (← links)
- Second order backward stochastic differential equations with quadratic growth (Q2447731) (← links)
- BSDEs with terminal conditions that have bounded Malliavin derivative (Q2452450) (← links)
- Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality (Q2515304) (← links)
- Some results on general quadratic reflected BSDEs driven by a continuous martingale (Q2637208) (← links)
- On the backward stochastic differential equation with generator \(f(y)|z|^2\) (Q2661266) (← links)
- Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators (Q2670782) (← links)
- Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection (Q2671657) (← links)
- Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs (Q2685909) (← links)
- Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences (Q2691482) (← links)
- LINKED RECURSIVE PREFERENCES AND OPTIMALITY (Q2788691) (← links)
- A new existence result for second-order BSDEs with quadratic growth and their applications (Q2803415) (← links)
- Stability and Analytic Expansions of Local Solutions of Systems of Quadratic BSDEs with Applications to a Price Impact Model (Q2819094) (← links)
- OPTIMAL STOCHASTIC CONTROL PROBLEM UNDER MODEL UNCERTAINTY WITH NONENTROPY PENALTY (Q2986671) (← links)
- SOLVABILITY AND NUMERICAL SIMULATION OF BSDEs RELATED TO BSPDEs WITH APPLICATIONS TO UTILITY MAXIMIZATION (Q3094326) (← links)
- <i>L</i><sup><i>p</i></sup>solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients (Q3145069) (← links)
- OPTIMAL CONSUMPTION AND INVESTMENT IN INCOMPLETE MARKETS WITH GENERAL CONSTRAINTS (Q3173989) (← links)
- Utility maximization under<font><i>g</i>*</font>-expectation (Q3185982) (← links)
- A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems (Q4558886) (← links)
- Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case (Q4588839) (← links)
- Backward stochastic differential equations with unbounded generators (Q4630519) (← links)
- Contracting Theory with Competitive Interacting Agents (Q4631456) (← links)
- Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach (Q4639142) (← links)
- (Q4684437) (← links)
- Bounded solutions for general time interval BSDEs with quadratic growth coefficients and stochastic conditions (Q4687200) (← links)
- <i>L</i><sup><i>p</i></sup>Solutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients (Q4932833) (← links)
- MINIMAL AND MAXIMAL BOUNDED SOLUTIONS FOR QUADRATIC BSDES WITH STOCHASTIC CONDITIONS (Q4968700) (← links)
- Solution of the HJB Equations Involved in Utility-Based Pricing (Q5038268) (← links)
- On the Uniqueness of Solutions to Quadratic BSDEs with Non-convex Generators (Q5038291) (← links)
- Incomplete Stochastic Equilibria with Exponential Utilities Close to Pareto Optimality (Q5050088) (← links)
- A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
- A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators (Q5081645) (← links)
- Quadratic reflected BSDEs and related obstacle problems for PDEs (Q5085597) (← links)
- Quadratic BSDEs with jumps and related PIDEs (Q5086911) (← links)
- Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes (Q5130922) (← links)
- Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach (Q5131410) (← links)