Pages that link to "Item:Q438976"
From MaRDI portal
The following pages link to Wellposedness of second order backward SDEs (Q438976):
Displayed 50 items.
- Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (Q255513) (← links)
- Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. (Q282508) (← links)
- Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927) (← links)
- Applications of anticipated BSDEs driven by time-changing Lévy noises (Q343547) (← links)
- Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion (Q347470) (← links)
- Robust utility maximization for a diffusion market model with misspecified coefficients (Q354194) (← links)
- A model-free no-arbitrage price bound for variance options (Q373003) (← links)
- Random \(G\)-expectations (Q373831) (← links)
- Second order reflected backward stochastic differential equations (Q389069) (← links)
- Second-order BSDEs with general reflection and game options under uncertainty (Q402477) (← links)
- Optimal stopping under nonlinear expectation (Q404122) (← links)
- Measurability of semimartingale characteristics with respect to the probability law (Q404599) (← links)
- Stochastic differential equations driven by \(G\)-Brownian motion and ordinary differential equations (Q404602) (← links)
- Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
- A stochastic recursive optimal control problem under the G-expectation framework (Q486239) (← links)
- Martingale optimal transport in the Skorokhod space (Q492958) (← links)
- Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes (Q529424) (← links)
- Martingale representation theorem for the \(G\)-expectation (Q550131) (← links)
- Weak approximation of \(G\)-expectations (Q665446) (← links)
- Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989) (← links)
- Discrete-time probabilistic approximation of path-dependent stochastic control problems (Q744373) (← links)
- Optimal stopping under adverse nonlinear expectation and related games (Q748312) (← links)
- Weak approximation of second-order BSDEs (Q748313) (← links)
- Second-order BSDEs with jumps: formulation and uniqueness (Q748324) (← links)
- Maximum principle for forward-backward stochastic control system under \(G\)-expectation and relation to dynamic programming (Q898994) (← links)
- \(k\)-sample upper expectation linear regression-modeling, identifiability, estimation and prediction (Q899350) (← links)
- \(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE (Q904206) (← links)
- Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909) (← links)
- Moral hazard under ambiguity (Q1626505) (← links)
- A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations (Q1635964) (← links)
- Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach (Q1661565) (← links)
- Supermartingale decomposition theorem under \(G\)-expectation (Q1663870) (← links)
- On the homotopy analysis method for backward/forward-backward stochastic differential equations (Q1678593) (← links)
- Dynamic programming approach to principal-agent problems (Q1691442) (← links)
- Constrained optimal transport (Q1702545) (← links)
- Backward nonlinear expectation equations (Q1702883) (← links)
- Comparison theorem for nonlinear path-dependent partial differential equations (Q1725406) (← links)
- Martingale problem under nonlinear expectations (Q1744199) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- Itô's calculus under sublinear expectations via regularity of PDEs and rough paths (Q1747795) (← links)
- Dual formulation of second order target problems (Q1948690) (← links)
- Reflected quadratic BSDEs driven by \(G\)-Brownian motions (Q1997195) (← links)
- Duality for pathwise superhedging in continuous time (Q1999600) (← links)
- Properties of \(G\)-martingales with finite variation and the application to \(G\)-Sobolev spaces (Q2000140) (← links)
- Forward backward SDEs in weak formulation (Q2001569) (← links)
- Representation theorem for generators of BSDEs driven by \(G\)-Brownian motion and its applications (Q2015381) (← links)
- An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2029145) (← links)
- Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators (Q2031004) (← links)
- An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by \(G\)-Brownian motion (Q2069922) (← links)
- Infinite horizon BSDEs under consistent nonlinear expectations (Q2071438) (← links)