Pages that link to "Item:Q4920251"
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The following pages link to Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational Inequality (Q4920251):
Displayed 11 items.
- A Dynkin game under Knightian uncertainty (Q255509) (← links)
- A class of impulsive differential variational inequalities in finite dimensional spaces (Q308288) (← links)
- On the quasi-linear reflected backward stochastic partial differential equations (Q461705) (← links)
- The microscopic derivation and well-posedness of the stochastic Keller-Segel equation (Q2022654) (← links)
- Optimal retirement in a general market environment (Q2045148) (← links)
- Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations (Q2359708) (← links)
- Optimal Consumption and Portfolio Selection with Early Retirement Option (Q5219704) (← links)
- A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions (Q5252499) (← links)
- The Existence of Game Value for Path-dependent Stochastic Differential Game (Q5348479) (← links)
- Euler scheme for solving a class of stochastic differential variational inequalities with some applications (Q6059017) (← links)
- The obstacle problem for stochastic porous media equations (Q6145599) (← links)