Pages that link to "Item:Q444352"

The following pages link to Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition (Q444352):

Displaying 26 items.

• On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case (Q255489) (← links)
• Numerical simulation of quadratic BSDEs (Q259576) (← links)
• On the stability theorem of \(L^{p}\) solutions for multidimensional BSDEs with uniform continuity generators in \(z\) (Q292946) (← links)
• Backward SDEs driven by Gaussian processes (Q740188) (← links)
• On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions (Q784360) (← links)
• BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data (Q1700380) (← links)
• Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
• Existence, uniqueness and stability of \(L^1\) solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type (Q1800958) (← links)
• A Bismut-Elworthy formula for quadratic BSDEs (Q2018566) (← links)
• The convergence rate from discrete to continuous optimal investment stopping problem (Q2044110) (← links)
• Portfolio liquidation under factor uncertainty (Q2117436) (← links)
• Weighted bounded mean oscillation applied to backward stochastic differential equations (Q2175336) (← links)
• A type of globally solvable BSDEs with triangularly quadratic generators (Q2201488) (← links)
• Anticipated backward stochastic differential equations with quadratic growth (Q2208474) (← links)
• Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach (Q2238894) (← links)
• HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition (Q2250578) (← links)
• A simple constructive approach to quadratic BSDEs with or without delay (Q2447694) (← links)
• BSDEs with terminal conditions that have bounded Malliavin derivative (Q2452450) (← links)
• Density estimates for the solutions of backward stochastic differential equations driven by Gaussian processes (Q2660165) (← links)
• Robust time-inconsistent stochastic linear-quadratic control with drift disturbance (Q2673512) (← links)
• Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs (Q2685909) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
• An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
• A Backward Doubly Stochastic Differential Equation Approach for Nonlinear Filtering Problems (Q5159762) (← links)
• Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs (Q5162913) (← links)
• On the uniqueness result for the BSDE with deterministic coefficient (Q6064072) (← links)