Pages that link to "Item:Q1380556"
From MaRDI portal
The following pages link to Backward stochastic differential equations with continuous coefficient (Q1380556):
Displayed 50 items.
- Some uniqueness results for one-dimensional BSDEs with uniformly continuous coefficients (Q1004256) (← links)
- The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations (Q1004268) (← links)
- Backward stochastic differential equations with non-Lipschitz coefficients (Q1030157) (← links)
- On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion (Q1036931) (← links)
- Reflected solutions of backward stochastic differential equations with continuous coefficient (Q1365170) (← links)
- Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient (Q1565878) (← links)
- Nonlinear Doob-Meyer decomposition with jumps. (Q1566019) (← links)
- Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient (Q1612975) (← links)
- BSDEs with monotone generator driven by time-changed Lévy noises (Q1629857) (← links)
- General mean-field BSDEs with continuous coefficients (Q1645122) (← links)
- \(L^{p}\) solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions (Q1682122) (← links)
- A representation theorem for generators of BSDEs with general growth generators in \(y\) and its applications (Q1687231) (← links)
- One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators (Q1721897) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- Stochastic differential equations driven by fractional Brownian motion (Q1726714) (← links)
- On the representation for dynamically consistent nonlinear evaluations: uniformly continuous case (Q1745261) (← links)
- A class of globally solvable Markovian quadratic BSDE systems and applications (Q1747757) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values (Q1748581) (← links)
- Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
- On existence of solutions of BSDEs with continuous coefficient (Q1771298) (← links)
- Backward doubly SDEs with continuous and stochastic linear growth coefficients (Q1787199) (← links)
- Existence, uniqueness and stability of \(L^1\) solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type (Q1800958) (← links)
- Representation theorems for backward stochastic differential equations (Q1872357) (← links)
- Numerical method for backward stochastic differential equations (Q1872402) (← links)
- Backward stochastic differential equations and partial differential equations with quadratic growth. (Q1872517) (← links)
- Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients (Q1928126) (← links)
- Variational approach for the adapted solution of the general backward stochastic differential equations under the Bihari condition (Q1950783) (← links)
- Reflected forward-backward stochastic differential equations with continuous monotone coefficients (Q1957146) (← links)
- Backward stochastic differential equations driven by fractional noise with non-Lipschitz coefficients (Q1987667) (← links)
- Uniqueness of solution to scalar BSDEs with \(L\exp(\mu \sqrt{2\log(1+L)})\)-integrable terminal values (Q1990026) (← links)
- Anticipated backward stochastic differential equations with left-Lipschitz coefficient (Q2006713) (← links)
- Backward stochastic Volterra integral equations -- a brief survey (Q2016921) (← links)
- High-order combined multi-step scheme for solving forward backward stochastic differential equations (Q2028543) (← links)
- Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators (Q2031004) (← links)
- A class of stochastic Fredholm-algebraic equations and applications in finance (Q2033771) (← links)
- Stochastic ordering by \(g\)-expectations (Q2038280) (← links)
- \(L^p\) solutions for multidimensional BDSDEs with locally weak monotonicity coefficients (Q2047243) (← links)
- Reflected forward-backward stochastic differential equations driven by \(G\)-Brownian motion with continuous monotone coefficients (Q2085993) (← links)
- Radner equilibrium and systems of quadratic BSDEs with discontinuous generators (Q2094573) (← links)
- Well-posedness of mean reflected BSDEs with non-Lipschitz coefficients (Q2105392) (← links)
- Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients in \((y, z)\) (Q2116484) (← links)
- \(L^p\) solution of general mean-field BSDEs with continuous coefficients (Q2151504) (← links)
- Comparison theorems for multi-dimensional general mean-field BDSDES (Q2154862) (← links)
- \(L^p (p > 1)\) solutions of BSDEs with generators satisfying some non-uniform conditions in \(t\) and \(\omega\) (Q2181711) (← links)
- Backward doubly stochastic Volterra integral equations and their applications (Q2189775) (← links)
- Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator (Q2198169) (← links)
- Anticipated backward stochastic differential equations with quadratic growth (Q2208474) (← links)
- General mean-field BDSDEs with continuous coefficients (Q2235833) (← links)
- BSDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients (Q2235973) (← links)