Pages that link to "Item:Q1841229"

The following pages link to BSDEs with polynomial growth generators (Q1841229):

Displaying 43 items.

• BSDEs with polynomial growth generators in a defaultable market (Q488680) (← links)
• Optimal consumption and investment with Epstein-Zin recursive utility (Q503395) (← links)
• Stochastic partial differential equations with singular terminal condition (Q511132) (← links)
• \(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration (Q522550) (← links)
• \(\mathbb L^p\) solutions of reflected BSDEs under monotonicity condition (Q713208) (← links)
• Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973) (← links)
• Time discretization of FBSDE with polynomial growth drivers and reaction-diffusion PDEs (Q748315) (← links)
• Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity (Q877723) (← links)
• Generalized BSDE driven by a Lévy process (Q937479) (← links)
• BSDE driven by a simple Lévy process with continuous coefficient (Q945456) (← links)
• Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient (Q1565878) (← links)
• One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators (Q1721897) (← links)
• Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
• \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
• Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients (Q1928126) (← links)
• \(L^p\) solutions of backward stochastic Volterra integral equations (Q1943211) (← links)
• Variational approach for the adapted solution of the general backward stochastic differential equations under the Bihari condition (Q1950783) (← links)
• \(L^p\)-solutions and comparison results for Lévy-driven backward stochastic differential equations in a monotonic, general growth setting (Q2116478) (← links)
• Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator (Q2198169) (← links)
• Second order backward SDE with random terminal time (Q2201514) (← links)
• BSDE driven by Poisson point processes with discontinuous coefficient (Q2257520) (← links)
• Existence and large-time asymptotics for solutions of semilinear parabolic systems with measure data (Q2343010) (← links)
• \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps (Q2408993) (← links)
• \(L^{p}\) solutions of BSDEs with stochastic Lipschitz condition (Q2478410) (← links)
• Backward stochastic differential equations on manifolds. II (Q2503164) (← links)
• \(L^p\) solutions of backward stochastic differential equations. (Q2574605) (← links)
• Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs (Q2685909) (← links)
• BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration (Q2804558) (← links)
• L^p-SOLUTIONS OF BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS (Q2905268) (← links)
• Lp -solution of reflected generalized BSDEs with non-Lipschitz coefficients (Q3077699) (← links)
• Dynamic programming principle and associated Hamilton-Jacobi-Bellman equation for stochastic recursive control problem with non-Lipschitz aggregator (Q3177921) (← links)
• <i>L</i>^<i>p</i>-Variational solutions of multivalued backward stochastic differential equations (Q3383299) (← links)
• On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
• Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions (Q4676430) (← links)
• Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient (Q4826126) (← links)
• <i>L</i>^<i>p</i>Solutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients (Q4932833) (← links)
• A framework of BSDEs with stochastic Lipschitz coefficients (Q5140340) (← links)
• 𝕃^<i>p</i> solutions of reflected backward stochastic differential equations with jumps (Q5140349) (← links)
• REFLECTED BSDES WITH STOCHASTIC MONOTONE GENERATOR AND APPLICATION TO VALUING AMERICAN OPTIONS (Q5148000) (← links)
• L^p (p ≥ 1) solutions of multidimensional BSDEs with monotone generators in general time intervals (Q5496371) (← links)
• Linear Convergence of a Policy Gradient Method for Some Finite Horizon Continuous Time Control Problems (Q6140987) (← links)
• Epstein‐Zin utility maximization on a random horizon (Q6146695) (← links)
• Dynamic programming approach to reflected backward stochastic differential equations (Q6177510) (← links)