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.
- 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)
- Uniqueness of solution to scalar BSDEs with \(L\exp(\mu \sqrt{2\log(1+L)})\)-integrable terminal values (Q1990026) (← links)
- Backward stochastic Volterra integral equations -- a brief survey (Q2016921) (← links)
- Anticipated backward stochastic differential equations with jumps under the non-Lipschitz condition (Q2251710) (← links)
- BSDE driven by Poisson point processes with discontinuous coefficient (Q2257520) (← links)
- 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)
- 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)