Pages that link to "Item:Q4821625"
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The following pages link to BSDE<scp>s</scp> with a random terminal time driven by a monotone generator and their links with PDE<scp>s</scp> (Q4821625):
Displayed 26 items.
- Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach (Q271868) (← links)
- Ergodic BSDEs under weak dissipative assumptions (Q550144) (← links)
- Ergodic BSDEs and related PDEs with Neumann boundary conditions (Q841486) (← links)
- On the existence, uniqueness, stability and the properties of large deviations of solutions of backward stochastic differential equations with random terminal time. Application to singular perturbation problems. (Q871045) (← links)
- Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients (Q946222) (← links)
- Infinite horizon BSDEs with dissipative coefficients in Hilbert spaces and applications (Q1022975) (← links)
- Representation of asymptotic values for nonexpansive stochastic control systems (Q1713473) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- Infinite horizon BSDEs under consistent nonlinear expectations (Q2071438) (← links)
- Second order backward SDE with random terminal time (Q2201514) (← links)
- BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz condition (Q2207639) (← links)
- Ergodic BSDE with unbounded and multiplicative underlying diffusion and application to large time behaviour of viscosity solution of HJB equation (Q2274268) (← links)
- BSDEs of counterparty risk (Q2347456) (← links)
- Infinite horizon stochastic optimal control for Volterra equations with completely monotone kernels (Q2414738) (← links)
- Generalized Hamilton--Jacobi--Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem (Q2796108) (← links)
- BSDEs with random terminal time under enlarged filtration. American-style options hedging by an insider (Q3103217) (← links)
- Ergodic BSDEs with Multiplicative and Degenerate Noise (Q3300841) (← links)
- Stochastic optimal control problem with infinite horizon driven by <i>G</i>-Brownian motion (Q4554119) (← links)
- Ergodic BSDEs driven by G-Brownian motion and applications (Q4561046) (← links)
- Random Horizon Principal-Agent Problems (Q5037495) (← links)
- A framework of BSDEs with stochastic Lipschitz coefficients (Q5140340) (← links)
- Numerical Stability Analysis of the Euler Scheme for BSDEs (Q5253605) (← links)
- Studying anticipation on financial markets via BSDEs with random terminal time (Q5324851) (← links)
- Undiscounted Markov Chain BSDEs to Stopping Times (Q5416555) (← links)
- Stability of solutions of BSDEs with random terminal time (Q5429571) (← links)
- Epstein‐Zin utility maximization on a random horizon (Q6146695) (← links)