Pages that link to "Item:Q1380556"
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The following pages link to Backward stochastic differential equations with continuous coefficient (Q1380556):
Displayed 50 items.
- \(L^p\) solutions of BSDEs with a new kind of non-Lipschitz coefficients (Q2300511) (← links)
- A multi-step scheme based on cubic spline for solving backward stochastic differential equations (Q2301282) (← links)
- Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients (Q2322667) (← links)
- Stochastic quadratic BSDE with two RCLL obstacles (Q2342390) (← links)
- Representation theorems for generators of BSDEs with monotonic and convex growth generators (Q2343654) (← links)
- Discontinuous backward doubly stochastic differential equations with Poisson jumps (Q2361605) (← links)
- Solvability of some quadratic BSDEs without exponential moments (Q2376627) (← links)
- On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations (Q2405780) (← links)
- A uniqueness theorem for the solution of backward stochastic differential equations (Q2427230) (← 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)
- Weak solutions of backward stochastic differential equations with continuous generator (Q2434508) (← links)
- SPDEs with polynomial growth coefficients and the Malliavin calculus method (Q2444639) (← links)
- Two comparison theorems of BSDEs (Q2454992) (← links)
- A stochastic linear-quadratic problem with Lévy processes and its application to finance (Q2469493) (← links)
- A class of backward stochastic differential equations with discontinuous coefficients (Q2474509) (← links)
- Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coeffi\-cients (Q2485765) (← links)
- Existence of the solutions of backward-forward SDE's with continuous monotone coefficients (Q2497820) (← links)
- Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator (Q2498190) (← links)
- A generalized existence theorem of BSDEs (Q2499673) (← links)
- Backward stochastic differential equations on manifolds. II (Q2503164) (← links)
- \(L^p\) \((p>1)\) solutions for one-dimensional BSDEs with linear-growth generators (Q2511018) (← links)
- Weak solutions for forward-backward SDEs-a martingale problem approach (Q2519677) (← links)
- Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences. (Q2574608) (← links)
- Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps (Q2642034) (← links)
- The equivalence between uniqueness and continuous dependence of solutions for FBSDEs with continuous monotone coefficients (Q2654205) (← links)
- Solutions of BSDEs with a kind of non-Lipschitz coefficients driven by \(G\)-Brownian motion (Q2658004) (← links)
- Averaging principle for backward stochastic differential equations (Q2662996) (← links)
- Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs (Q2685909) (← links)
- Existence of solution for mean-field reflected discontinuous backward doubly stochastic differential equation (Q2690765) (← links)
- Anticipated Backward Stochastic Differential Equation with Reflection (Q2816697) (← links)
- Reflected forward–backward stochastic differential equations and related PDEs (Q2821913) (← links)
- Multiple Solutions to Stochastic Differential Delay Equations and a Related Comparison Theorem (Q2844025) (← links)
- Lp -solution of reflected generalized BSDEs with non-Lipschitz coefficients (Q3077699) (← links)
- Numerical Method for Reflected Backward Stochastic Differential Equations (Q3114568) (← links)
- <i>L</i><sup><i>p</i></sup>solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients (Q3145069) (← links)
- Limit theorems for BSDE with local time applications to non-linear PDE (Q3148778) (← links)
- Dynamic programming principle and associated Hamilton-Jacobi-Bellman equation for stochastic recursive control problem with non-Lipschitz aggregator (Q3177921) (← links)
- NON-LIPSCHITZ BACKWARD STOCHASTIC VOLTERRA TYPE EQUATIONS WITH JUMPS (Q3502915) (← links)
- General time interval BSDEs under the weak monotonicity condition and nonlinear decomposition for general <i>g</i>-supermartingales (Q4584670) (← links)
- One dimensional BSDEs with logarithmic growth application to PDEs (Q4584686) (← links)
- Backward stochastic differential equations with unbounded generators (Q4630519) (← links)
- Multidimensional backward doubly stochastic differential equations with integral non-Lipschitz coefficients (Q4631798) (← links)
- REFLECTED BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS WITH TIME DELAYED GENERATORS (Q4639467) (← links)
- Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications (Q4678748) (← links)
- (Q4684437) (← links)
- Nash equilibria for nonzero-sum ergodic stochastic differential games (Q4684904) (← links)
- BDSDE with Poisson jumps under stochastic Lipschitz and linear growth conditions (Q4687205) (← links)
- Weak Solutions of Forward–Backward SDE's (Q4804867) (← links)
- Semi-discrete approximations for stochastic differential equations and applications (Q4903574) (← links)