Pages that link to "Item:Q1380556"
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The following pages link to Backward stochastic differential equations with continuous coefficient (Q1380556):
Displayed 34 items.
- 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)
- 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)
- 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)
- <i>L</i><sup><i>p</i></sup>Solutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients (Q4932833) (← links)
- Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356) (← links)
- A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs (Q5254475) (← links)
- OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
- L<sup>p</sup> (p ≥ 1) solutions of multidimensional BSDEs with monotone generators in general time intervals (Q5496371) (← links)
- Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps (Q5697668) (← links)
- Anticipated backward stochastic differential equations with non-Lipschitz coefficients (Q5891561) (← links)