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.
- A class of BSDE with integrable parameters (Q613205) (← links)
- Numerical simulation of BSDEs with drivers of quadratic growth (Q655587) (← links)
- 44th seminar on probability. Including papers from the `Journées de Probabilités', Dijon, France, June 2010 (Q660368) (← links)
- A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes (Q708289) (← links)
- Backward stochastic dynamics on a filtered probability space (Q717884) (← links)
- Backward SDEs with superquadratic growth (Q718880) (← links)
- Convexity bounds for BSDE solutions, with applications to indifference valuation (Q718884) (← links)
- A class of backward doubly stochastic differential equations with non-Lipschitz coefficients (Q734712) (← links)
- On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions (Q784360) (← links)
- On measure solutions of backward stochastic differential equations (Q841478) (← links)
- Harmonic analysis of stochastic equations and backward stochastic differential equations (Q843710) (← links)
- Uniqueness result for the BSDE whose generator is monotonic in \(y\) and uniformly continuous in \(z\) (Q847111) (← links)
- Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations (Q947150) (← links)
- Finite and infinite time interval BSDEs with non-Lipschitz coefficients (Q973176) (← links)
- Some uniqueness results for one-dimensional BSDEs with uniformly continuous coefficients (Q1004256) (← links)
- Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909) (← links)
- Moral hazard under ambiguity (Q1626505) (← links)
- BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data (Q1700380) (← links)
- Perfect hedging under endogenous permanent market impacts (Q1709607) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- Multidimensional Markovian FBSDEs with super-quadratic growth (Q1730937) (← links)
- A class of globally solvable Markovian quadratic BSDE systems and applications (Q1747757) (← links)
- Existence, uniqueness and stability of \(L^1\) solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type (Q1800958) (← links)
- On securitization, market completion and equilibrium risk transfer (Q1932526) (← links)
- A financial market with interacting investors: does an equilibrium exist? (Q1932546) (← links)
- Reflected quadratic BSDEs driven by \(G\)-Brownian motions (Q1997195) (← links)
- Quadratic BSDEs with mean reflection (Q2001551) (← links)
- A Bismut-Elworthy formula for quadratic BSDEs (Q2018566) (← links)
- Comparison theorem for diagonally quadratic BSDEs (Q2030831) (← links)
- Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators (Q2031004) (← links)
- A study of backward stochastic differential equation on a Riemannian manifold (Q2042810) (← links)
- The convergence rate from discrete to continuous optimal investment stopping problem (Q2044110) (← links)
- Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations (Q2045114) (← links)
- Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions (Q2080287) (← links)
- Solvability of a class of mean-field BSDEs with quadratic growth (Q2081771) (← links)
- Quadratic mean-field reflected BSDEs (Q2096186) (← links)
- Well-posedness of mean reflected BSDEs with non-Lipschitz coefficients (Q2105392) (← links)
- Mean field portfolio games (Q2111248) (← links)
- Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients in \((y, z)\) (Q2116484) (← links)
- Stochastic Bihari inequality and applications to BSDE (Q2124691) (← links)
- Forests, cumulants, martingales (Q2139104) (← links)
- \(L^p (p > 1)\) solutions of BSDEs with generators satisfying some non-uniform conditions in \(t\) and \(\omega\) (Q2181711) (← links)
- A type of globally solvable BSDEs with triangularly quadratic generators (Q2201488) (← links)
- Functional inequalities for forward and backward diffusions (Q2201508) (← links)
- Anticipated backward stochastic differential equations with quadratic growth (Q2208474) (← links)
- BSDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients (Q2235973) (← links)
- Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach (Q2238894) (← links)
- Uniqueness of solution to scalar BSDEs with \(L\exp\left(\mu_0\sqrt{2\log(1+L)}\right)\)-integrable terminal values: an \(L^1\)-solution approach (Q2240578) (← links)
- Approximation of BSDEs with super-linearly growing generators by Euler's polygonal line method: a simple proof of the existence (Q2242896) (← links)
- Characterization of the value process in robust efficient hedging (Q2247915) (← links)