Pages that link to "Item:Q2442149"
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The following pages link to Stochastic differential equations, backward SDEs, partial differential equations (Q2442149):
Displayed 50 items.
- Parabolic variational inequalities with generalized reflecting directions (Q317769) (← links)
- Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection (Q402722) (← links)
- Stochastic variational inequalities on non-convex domains (Q499539) (← links)
- Obstacle problems for parabolic SDEs with Hölder continuous diffusion: from weak to strong solutions (Q511274) (← links)
- Averaging for BSDEs with null recurrent fast component. Application to homogenization in a non periodic media (Q516020) (← links)
- Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations (Q523374) (← links)
- Smooth solutions to portfolio liquidation problems under price-sensitive market impact (Q681996) (← links)
- A non-convex setup for multivalued differential equations driven by oblique subgradients (Q744152) (← links)
- Inducing strong convergence of trajectories in dynamical systems associated to monotone inclusions with composite structure (Q831051) (← links)
- Discretization of a distributed optimal control problem with a stochastic parabolic equation driven by multiplicative noise (Q831252) (← links)
- Optimal control of mean field equations with monotone coefficients and applications in neuroscience (Q832627) (← links)
- On the continuity of the probabilistic representation of a semilinear Neumann-Dirichlet problem (Q901303) (← links)
- General mean-field BSDEs with continuous coefficients (Q1645122) (← links)
- A variational approach to dissipative SPDEs with singular drift (Q1647734) (← links)
- Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities (Q1688621) (← links)
- Special weak Dirichlet processes and BSDEs driven by a random measure (Q1708976) (← links)
- Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations (Q1746430) (← links)
- Investigation on stability and controller design for singular bio-economic systems with stochastic fluctuations (Q1981328) (← links)
- Optimal mean-variance reinsurance in a financial market with stochastic rate of return (Q1983739) (← links)
- Asymptotic approach for backward stochastic differential equation with singular terminal condition (Q1994916) (← links)
- Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions (Q1999911) (← links)
- Small jumps asymptotic of the moving optimum Poissonian SDE (Q2000149) (← links)
- Obliquely reflected backward stochastic differential equations (Q2028961) (← links)
- Semilinear Kolmogorov equations on the space of continuous functions via BSDEs (Q2029778) (← links)
- Optimal stopping of marked point processes and reflected backward stochastic differential equations (Q2041000) (← links)
- Backward stochastic differential equations with no driving martingale, Markov processes and associated pseudo-partial differential equations. II: Decoupled mild solutions and examples (Q2042031) (← links)
- Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration (Q2042792) (← links)
- Consensus-based global optimization with personal best (Q2047862) (← links)
- A class of stochastic Gronwall's inequality and its application (Q2061473) (← links)
- A stochastic Gronwall inequality in random time horizon and its application to BSDE (Q2069305) (← links)
- A Stackelberg game of backward stochastic differential equations with partial information (Q2070546) (← links)
- Stochastic maximum principle for problems with delay with dependence on the past through general measures (Q2070547) (← links)
- Approximation of a degenerate semilinear PDE with a nonlinear Neumann boundary condition (Q2082652) (← links)
- Construction of continuous-state branching processes in varying environments (Q2090603) (← links)
- Multi-patch multi-group epidemic model with varying infectivity (Q2096194) (← links)
- Stochastic transport equation with bounded and Dini continuous drift (Q2124519) (← links)
- Stochastic Bihari inequality and applications to BSDE (Q2124691) (← links)
- Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise (Q2137035) (← links)
- Finite-time synchronization for chaotic neural networks with stochastic disturbances (Q2144135) (← links)
- Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations (Q2162720) (← links)
- On the speed of convergence of Picard iterations of backward stochastic differential equations (Q2165738) (← links)
- Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting (Q2176177) (← links)
- \(L^p (p > 1)\) solutions of BSDEs with generators satisfying some non-uniform conditions in \(t\) and \(\omega\) (Q2181711) (← links)
- The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
- Stochastic hyperbolic systems, small perturbations and pathwise approximation (Q2215992) (← links)
- A Stackelberg game of backward stochastic differential equations with applications (Q2221216) (← links)
- Master equation for finite state mean field games with additive common noise (Q2223590) (← links)
- Linear backward stochastic differential equations with Gaussian Volterra processes (Q2240074) (← links)
- Uniqueness of solution to scalar BSDEs with \(L\exp\left(\mu_0\sqrt{2\log(1+L)}\right)\)-integrable terminal values: an \(L^1\)-solution approach (Q2240578) (← links)
- Approximation of BSDEs with super-linearly growing generators by Euler's polygonal line method: a simple proof of the existence (Q2242896) (← links)