Pages that link to "Item:Q1872357"
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The following pages link to Representation theorems for backward stochastic differential equations (Q1872357):
Displayed 12 items.
- Error expansion for the discretization of backward stochastic differential equations (Q886110) (← links)
- A numerical scheme for BSDEs (Q1431562) (← links)
- Generalized stochastic differential utility and preference for information (Q1769427) (← links)
- Densities of one-dimensional backward SDEs (Q1773902) (← links)
- Approximation scheme for solutions of backward stochastic differential equations via the representation theorem (Q2469438) (← links)
- Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coeffi\-cients (Q2485765) (← links)
- Representations and regularities for solutions to BSDEs with reflections (Q2485839) (← links)
- Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations (Q2507598) (← links)
- Weak solutions for forward-backward SDEs-a martingale problem approach (Q2519677) (← links)
- Representation of solutions to BSDEs associated with a degenerate FSDE (Q2572394) (← links)
- Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs (Q4409042) (← links)
- Approximation Scheme for Solutions of BSDEs with Two Reflecting Barriers (Q5443465) (← links)