The following pages link to (Q4453266):
Displayed 25 items.
- Control of McKean-Vlasov dynamics versus mean field games (Q356473) (← links)
- Pseudo linear pricing rule for utility indifference valuation (Q457184) (← links)
- A semi-linear backward parabolic Cauchy problem with unbounded coefficients of Hamilton-Jacobi-Bellman type and applications to optimal control (Q496116) (← links)
- On weak solutions of forward-backward SDEs (Q662818) (← links)
- Martingale problems for some degenerate Kolmogorov equations (Q681984) (← links)
- Gradient estimates for nonlinear diffusion semigroups by coupling methods (Q829444) (← links)
- Krylov and Safonov estimates for degenerate quasilinear elliptic PDEs (Q846976) (← links)
- Weak existence and uniqueness for forward-backward SDEs (Q860697) (← links)
- An integration by parts type formula for stopping times and its application (Q1707041) (← links)
- A class of globally solvable Markovian quadratic BSDE systems and applications (Q1747757) (← links)
- Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients. (Q1889783) (← links)
- Strong solutions of forward-backward stochastic differential equations with measurable coefficients (Q2066956) (← links)
- A Bismut-Elworthy inequality for a Wasserstein diffusion on the circle (Q2093324) (← links)
- A class of quadratic forward-backward stochastic differential equations (Q2147795) (← links)
- Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method (Q2186658) (← links)
- Backward stochastic differential equations associated with the vorticity equations (Q2253207) (← links)
- Integration by parts formula for killed processes: a point of view from approximation theory (Q2274216) (← links)
- A forward-backward stochastic algorithm for quasi-linear PDEs (Q2494576) (← links)
- Weak solutions for forward-backward SDEs-a martingale problem approach (Q2519677) (← links)
- Weak solutions for singular multiplicative SDEs via regularization by noise (Q2685912) (← links)
- A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk (Q2796752) (← links)
- Forward-backward SDEs with discontinuous coefficients (Q4639169) (← links)
- A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria (Q5042711) (← links)
- Probabilistic representation of integration by parts formulae for some stochastic volatility models with unbounded drift (Q5096633) (← links)
- On quasilinear parabolic systems and FBSDEs of quadratic growth (Q6126107) (← links)