Pages that link to "Item:Q2483468"

The following pages link to Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces (Q2483468):

Displaying 43 items.

• Numerical simulation of quadratic BSDEs (Q259576) (← links)
• Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions (Q265654) (← links)
• Continuous-time mean-variance portfolio selection with random horizon in an incomplete market (Q286277) (← links)
• Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models (Q404585) (← links)
• Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition (Q444352) (← links)
• \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators (Q495173) (← links)
• Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes (Q524829) (← links)
• Numerical simulation of BSDEs with drivers of quadratic growth (Q655587) (← links)
• Density analysis of non-Markovian BSDEs and applications to biology and finance (Q681991) (← links)
• Feedback optimal control for stochastic Volterra equations with completely monotone kernels (Q888788) (← links)
• Quadratic BSDEs with convex generators and unbounded terminal conditions (Q929376) (← links)
• Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909) (← links)
• Time-consistent mean-variance asset-liability management with random coefficients (Q1681089) (← links)
• The obstacle problem of integro-partial differential equations with applications to stochastic optimal control/stopping problem (Q1717510) (← links)
• Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
• Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers (Q1735037) (← links)
• On securitization, market completion and equilibrium risk transfer (Q1932526) (← links)
• Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework (Q1983676) (← links)
• Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions (Q1999911) (← links)
• Quadratic BSDEs with mean reflection (Q2001551) (← links)
• A Bismut-Elworthy formula for quadratic BSDEs (Q2018566) (← links)
• Infinite horizon BSDEs under consistent nonlinear expectations (Q2071438) (← links)
• Mean field portfolio games (Q2111248) (← links)
• Portfolio liquidation under factor uncertainty (Q2117436) (← links)
• Constrained stochastic LQ control with regime switching and application to portfolio selection (Q2117450) (← links)
• Sequential systems of reflected backward stochastic differential equations with application to impulse control (Q2156342) (← links)
• \(L^p (p > 1)\) solutions of BSDEs with generators satisfying some non-uniform conditions in \(t\) and \(\omega\) (Q2181711) (← links)
• A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces (Q2190004) (← links)
• Uniqueness of equilibrium strategies in dynamic mean-variance problems with random coefficients (Q2190010) (← links)
• BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz condition (Q2207639) (← links)
• HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition (Q2250578) (← links)
• Path regularity and explicit convergence rate for BSDE with truncated quadratic growth (Q2267520) (← links)
• Open-loop equilibrium strategy for mean-variance portfolio problem under stochastic volatility (Q2280828) (← links)
• Differentiability of quadratic BSDEs generated by continuous martingales (Q2428052) (← links)
• Minimal supersolutions of convex BSDEs (Q2434909) (← links)
• A simple constructive approach to quadratic BSDEs with or without delay (Q2447694) (← links)
• Some results on general quadratic reflected BSDEs driven by a continuous martingale (Q2637208) (← links)
• General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition (Q2671649) (← links)
• PRICING AND HEDGING OF DERIVATIVES BASED ON NONTRADABLE UNDERLYINGS (Q3553257) (← links)
• Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs (Q5162913) (← links)
• BSDEs with stochastic Lipschitz condition: a general result (Q6090958) (← links)
• A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility (Q6163064) (← links)
• Non-Markovian mean-variance portfolio selection problems via closed-loop equilibrium strategies (Q6183322) (← links)