Pages that link to "Item:Q3986623"
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The following pages link to Probabilistic interpretation for systems of quasilinear parabolic partial differential equations (Q3986623):
Displayed 50 items.
- Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients (Q2269623) (← links)
- A note on FBSDE characterization of mean exit times (Q2272016) (← links)
- A martingale approach for fractional Brownian motions and related path dependent PDEs (Q2299585) (← links)
- A multi-step scheme based on cubic spline for solving backward stochastic differential equations (Q2301282) (← 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)
- Time-inconsistent recursive zero-sum stochastic differential games (Q2311592) (← links)
- Terminal-dependent statistical inference for the integral form of FBSDE (Q2312276) (← links)
- Explicit deferred correction methods for second-order forward backward stochastic differential equations (Q2316181) (← links)
- On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
- Parabolic type equations associated with the Dirichlet form on the sierpinski gasket (Q2334374) (← links)
- Backward doubly stochastic differential equations with stochastic Lipschitz condition (Q2339527) (← links)
- Quadratic \(g\)-convexity, \(C\)-convexity and their relationships (Q2342394) (← links)
- Forward-backward stochastic differential systems associated to Navier-Stokes equations in the whole space (Q2348294) (← links)
- BMO martingales and positive solutions of heat equations (Q2356556) (← links)
- Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs (Q2361013) (← links)
- Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes (Q2364743) (← links)
- Backward stochastic differential equations with random stopping time and singular final condition (Q2370097) (← links)
- Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes (Q2378265) (← links)
- Representation and converse comparison theorems for multidimensional BSDEs (Q2406779) (← links)
- Option prices under liquidity risk as weak solutions of semilinear diffusion equations (Q2410980) (← links)
- Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion (Q2434760) (← links)
- \(L^p\) estimates for fully coupled FBSDEs with jumps (Q2436790) (← links)
- BSDEs with terminal conditions that have bounded Malliavin derivative (Q2452450) (← links)
- The optimal control related to Riemannian manifolds and the viscosity solutions to Hamilton-Jacobi-Bellman equations (Q2454172) (← links)
- Stationary solutions of SPDEs and infinite horizon BDSDEs (Q2461236) (← links)
- The effects of changing margin levels on futures options price (Q2461310) (← links)
- Solvability for a class of abstract two-point boundary value problems derived from optimal control (Q2472162) (← links)
- A class of backward stochastic differential equations with discontinuous coefficients (Q2474509) (← links)
- Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems (Q2481925) (← links)
- Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces (Q2483468) (← links)
- Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient (Q2485475) (← links)
- A comonotonic theorem for BSDEs (Q2485815) (← links)
- Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator (Q2498190) (← links)
- Backward stochastic differential equations on manifolds. II (Q2503164) (← links)
- Singular control of stochastic linear systems with recursive utility (Q2503568) (← links)
- Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality (Q2515304) (← links)
- BSDEs with jumps and path-dependent parabolic integro-differential equations (Q2515975) (← links)
- Necessary condition for optimality of forward-backward doubly system (Q2516951) (← links)
- BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. (Q2574593) (← links)
- \(L^p\) solutions of backward stochastic differential equations. (Q2574605) (← links)
- BSDE, path-dependent PDE and nonlinear Feynman-Kac formula (Q2629534) (← links)
- Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs (Q2633841) (← links)
- Stochastic representation of weak solutions of viscous conservation laws: a BSDE approach (Q2636933) (← links)
- Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition (Q2654210) (← links)
- Convergence of the deep BSDE method for FBSDEs with non-Lipschitz coefficients (Q2671654) (← links)
- Mass-conserving stochastic partial differential equations and backward doubly stochastic differential equations (Q2672558) (← links)
- A multi-step algorithm for BSDEs based on a predictor-corrector scheme and least-squares Monte Carlo (Q2684920) (← links)