Pages that link to "Item:Q1307453"

The following pages link to Backward stochastic differential equations with constraints on the gains-process (Q1307453):

Displaying 26 items.

• Dynamic investment strategies to reaction-diffusion systems based upon stochastic differential utilities (Q538320) (← links)
• The application of backward stochastic differential equation with stopping time in hedging American contingent claims (Q603497) (← links)
• Reflected BSDE with a constraint and its applications in an incomplete market (Q637071) (← links)
• Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973) (← links)
• Linear forward-backward stochastic differential equations with random coefficients (Q818818) (← links)
• Backward SDEs with constrained jumps and quasi-variational inequalities (Q964784) (← links)
• A stochastic representation for mean curvature type geometric flows (Q1431481) (← links)
• Maximizing the probability of a perfect hedge (Q1578595) (← links)
• A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations (Q1635964) (← links)
• Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains (Q1734284) (← links)
• Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
• BSDEs with mean reflection (Q1751973) (← links)
• Quadratic BSDEs with mean reflection (Q2001551) (← links)
• Discretization and machine learning approximation of BSDEs with a constraint on the gains-process (Q2031302) (← links)
• Well-posedness of mean reflected BSDEs with non-Lipschitz coefficients (Q2105392) (← links)
• When terminal facelift enforces delta constraints (Q2339121) (← links)
• Continuous dependence property of BSDE with constraints (Q2344469) (← links)
• \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps (Q2408993) (← links)
• INFINITE HORIZON OPTIMAL CONTROL PROBLEMS OF BACKWARD STOCHASTIC DELAY DIFFERENTIAL EQUATIONS IN HILBERT SPACES (Q3305787) (← links)
• 𝕃^<i>p</i> solutions of reflected backward stochastic differential equations with jumps (Q5140349) (← links)
• Penalty method for portfolio selection with capital gains tax (Q6054372) (← links)
• Mean-field reflected backward stochastic differential equations (Q6109917) (← links)
• Multi-dimensional BSDEs with mean reflection (Q6137382) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• Superhedging problem under ratio constraint: BSDE approaches with Malliavin calculus (Q6164098) (← links)
• On Z-mean reflected BSDEs (Q6201862) (← links)