Pages that link to "Item:Q1299974"
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The following pages link to Forward-backward stochastic differential equations and quasilinear parabolic PDEs (Q1299974):
Displaying 50 items.
- Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (Q255513) (← links)
- Forward-backward systems for expected utility maximization (Q401458) (← links)
- Solvability of forward-backward stochastic partial differential equations (Q402714) (← links)
- BSDEs with polynomial growth generators in a defaultable market (Q488680) (← links)
- Well-posedness of mean-field type forward-backward stochastic differential equations (Q491912) (← links)
- Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor (Q653653) (← links)
- On weak solutions of forward-backward SDEs (Q662818) (← links)
- Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations (Q681281) (← links)
- On non-Markovian forward-backward SDEs and backward stochastic PDEs (Q713213) (← links)
- Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations (Q744227) (← links)
- Weak existence and uniqueness for forward-backward SDEs (Q860697) (← links)
- Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis (Q893337) (← links)
- Efficient numerical Fourier methods for coupled forward-backward SDEs (Q898981) (← links)
- The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications (Q936592) (← links)
- On solutions of a class of infinite horizon FBSDEs (Q951188) (← links)
- Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems (Q983721) (← links)
- Sobolev weak solutions for parabolic PDEs and FBSDEs (Q1018123) (← links)
- Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus (Q1045790) (← links)
- On a coupled SDE-PDE system modeling acid-mediated tumor invasion (Q1634879) (← links)
- On the existence of optimal controls for backward stochastic partial differential equations (Q1640937) (← links)
- Near-optimal control of stochastic recursive systems via viscosity solution (Q1670094) (← links)
- On the homotopy analysis method for backward/forward-backward stochastic differential equations (Q1678593) (← links)
- Quasi-linear PDEs and forward-backward stochastic differential equations: weak solutions (Q1680459) (← links)
- Probabilistic representations and numerical algorithms for classical and viscosity solutions of the Cauchy problem for quasilinear parabolic systems (Q1683201) (← links)
- Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria (Q1713461) (← links)
- Fully coupled mean-field forward-backward stochastic differential equations and stochastic maximum principle (Q1725104) (← links)
- Fully coupled forward-backward stochastic differential equations on Markov chains (Q1725510) (← links)
- Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
- On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. (Q1766080) (← links)
- Forward-backward stochastic differential equations with nonsmooth coefficients. (Q1877391) (← links)
- Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients. (Q1889783) (← links)
- Curve following in illiquid markets (Q1932555) (← links)
- Forward-backward doubly stochastic differential equations and related stochastic partial differential equations (Q1934378) (← links)
- Forward backward SDEs in weak formulation (Q2001569) (← links)
- Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs (Q2025173) (← links)
- Gradient convergence of deep learning-based numerical methods for BSDEs (Q2044106) (← links)
- Strong solutions of forward-backward stochastic differential equations with measurable coefficients (Q2066956) (← links)
- Algorithms of data generation for deep learning and feedback design: a survey (Q2077720) (← links)
- A representation theorem approach to probabilistic interpretation for viscosity solutions of Isaacs equations (Q2079550) (← links)
- Solvability of infinite horizon McKean-Vlasov FBSDEs in mean field control problems and games (Q2096961) (← links)
- FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays (Q2124484) (← links)
- A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations (Q2125000) (← links)
- Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations (Q2129143) (← links)
- A class of quadratic forward-backward stochastic differential equations (Q2147795) (← links)
- Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs (Q2154437) (← links)
- Convergence of deep fictitious play for stochastic differential games (Q2170300) (← links)
- Forward-backward SDEs with jumps and classical solutions to nonlocal quasilinear parabolic PDEs (Q2182619) (← links)
- Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs (Q2183132) (← links)
- Optimal position targeting via decoupling fields (Q2192736) (← links)
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)