Pages that link to "Item:Q1380556"
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The following pages link to Backward stochastic differential equations with continuous coefficient (Q1380556):
Displaying 50 items.
- Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions (Q265654) (← links)
- On the stability theorem of \(L^{p}\) solutions for multidimensional BSDEs with uniform continuity generators in \(z\) (Q292946) (← links)
- Backward doubly stochastic equations with jumps and comparison theorems (Q298152) (← links)
- \(L^p\) weak convergence method on BSDEs with non-uniformly Lipschitz coefficients and its applications (Q321236) (← links)
- Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs (Q373548) (← links)
- Multidimensional BSDEs with weak monotonicity and general growth generators (Q381059) (← links)
- Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type (Q382148) (← links)
- The \(L^p\) Cauchy sequence for one-dimensional BSDEs with linear growth generators (Q386303) (← links)
- Quadratic reflected BSDEs with unbounded obstacles (Q424464) (← links)
- Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients (Q430972) (← links)
- One-dimensional BSDEs with left-continuous, lower semi-continuous and linear-growth generators (Q451158) (← links)
- One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients (Q451172) (← links)
- A class of backward doubly stochastic differential equations with discontinuous coefficients (Q477542) (← links)
- Backward doubly stochastic differential equation driven by Lévy process: a comparison theorem (Q485441) (← links)
- BSDEs with polynomial growth generators in a defaultable market (Q488680) (← links)
- \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators (Q495173) (← links)
- A convolution method for numerical solution of backward stochastic differential equations (Q518855) (← links)
- Existence and uniqueness result for a backward stochastic differential equation whose generator is Lipschitz continuous in \(y\) and uniformly continuous in \(z\) (Q545561) (← links)
- Backward doubly stochastic differential equations with weak assumptions on the coefficients (Q548009) (← links)
- BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs (Q550005) (← links)
- One-dimensional BSDEs with finite and infinite time horizons (Q550145) (← links)
- General existence results for reflected BSDE and BSDE (Q554228) (← links)
- A generalized existence theorem of backward doubly stochastic differential equations (Q606303) (← links)
- Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation (Q607277) (← links)
- A class of BSDE with integrable parameters (Q613205) (← links)
- 44th seminar on probability. Including papers from the `Journées de Probabilités', Dijon, France, June 2010 (Q660368) (← links)
- On weak solutions of forward-backward SDEs (Q662818) (← links)
- Strong solutions of semilinear parabolic equations with measure data and generalized backward stochastic differential equations (Q663503) (← 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)
- A class of backward doubly stochastic differential equations with non-Lipschitz coefficients (Q734712) (← links)
- Optimal reinsurance/investment problems for general insurance models (Q835068) (← links)
- Uniqueness result for the BSDE whose generator is monotonic in \(y\) and uniformly continuous in \(z\) (Q847111) (← links)
- On the set of solutions of a BSDE with continuous coefficient (Q876109) (← links)
- Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators (Q899624) (← links)
- Quadratic BSDEs with convex generators and unbounded terminal conditions (Q929376) (← links)
- The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications (Q936592) (← links)
- Generalized BSDE driven by a Lévy process (Q937479) (← links)
- Closedness results for BMO semi-martingales and application to quadratic BSDEs (Q943646) (← links)
- BSDE driven by a simple Lévy process with continuous coefficient (Q945456) (← links)
- Monotonic limit properties for solutions of BSDEs with continuous coefficients (Q963519) (← links)
- On the existence of solutions to BSDEs with generalized uniformly continuous generators (Q968481) (← 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)
- 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)
