Pages that link to "Item:Q1747757"
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The following pages link to A class of globally solvable Markovian quadratic BSDE systems and applications (Q1747757):
Displayed 39 items.
- Equilibrium returns with transaction costs (Q1650939) (← links)
- A stability approach for solving multidimensional quadratic BSDEs (Q1721997) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- Multidimensional Markovian FBSDEs with super-quadratic growth (Q1730937) (← links)
- Quadratic BSDEs with mean reflection (Q2001551) (← links)
- Equilibrium asset pricing with transaction costs (Q2022762) (← links)
- A study of backward stochastic differential equation on a Riemannian manifold (Q2042810) (← links)
- Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions (Q2080287) (← links)
- Solvability of a class of mean-field BSDEs with quadratic growth (Q2081771) (← links)
- Radner equilibrium and systems of quadratic BSDEs with discontinuous generators (Q2094573) (← links)
- Quadratic mean-field reflected BSDEs (Q2096186) (← links)
- A characterization of solutions of quadratic BSDEs and a new approach to existence (Q2121079) (← links)
- Backward propagation of chaos (Q2144343) (← links)
- Reflected BSDEs in non-convex domains (Q2159261) (← links)
- A type of globally solvable BSDEs with triangularly quadratic generators (Q2201488) (← links)
- Anticipated backward stochastic differential equations with quadratic growth (Q2208474) (← links)
- Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach (Q2238894) (← links)
- Risk-sensitive nonzero-sum stochastic differential game with unbounded coefficients (Q2245622) (← links)
- An incomplete equilibrium with a stochastic annuity (Q2308176) (← links)
- Systems of quasilinear parabolic equations in \(\mathbb{R}^n\) and systems of quadratic backward stochastic differential equations (Q2661963) (← links)
- Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators (Q2685237) (← links)
- Contracting Theory with Competitive Interacting Agents (Q4631456) (← links)
- Endogenous Noise Trackers in a Radner Equilibrium (Q5045203) (← links)
- Equilibrium price formation with a major player and its mean field limit (Q5066570) (← links)
- Strong Convergence to the Mean Field Limit of a Finite Agent Equilibrium (Q5080129) (← links)
- Existence and Uniqueness for Non-Markovian Triangular Quadratic BSDEs (Q5081638) (← links)
- A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators (Q5081645) (← links)
- Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes (Q5130922) (← links)
- A Tale of a Principal and Many, Many Agents (Q5219725) (← links)
- Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization (Q5227410) (← links)
- Equilibrium Pricing Under Relative Performance Concerns (Q5280244) (← links)
- Pricing Principle via Tsallis Relative Entropy in Incomplete Markets (Q5886365) (← links)
- The reverse Hölder inequality for matrix-valued stochastic exponentials and applications to quadratic BSDE systems (Q6044245) (← links)
- Asset pricing with general transaction costs: Theory and numerics (Q6054360) (← links)
- Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result (Q6102672) (← links)
- Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents (Q6104000) (← links)
- Global existence for quadratic FBSDE systems and application to stochastic differential games (Q6110557) (← links)
- Existence and uniqueness of solutions for multi-dimensional reflected backward stochastic differential equations with diagonally quadratic generators (Q6111887) (← links)
- On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications (Q6115252) (← links)