Pages that link to "Item:Q538471"

The following pages link to Convex Hamilton-Jacobi equations under superlinear growth conditions on data (Q538471):

Displaying 16 items.

• Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets (Q255791) (← links)
• Quadratic reflected BSDEs with unbounded obstacles (Q424464) (← links)
• Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition (Q444352) (← links)
• An optimal execution problem with market impact (Q457189) (← links)
• On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions (Q537139) (← links)
• Fujita type exponent for fully nonlinear parabolic equations and existence results (Q624610) (← links)
• BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data (Q1700380) (← links)
• Comparison principle for Hamilton-Jacobi-Bellman equations via a bootstrapping procedure (Q2024989) (← links)
• Portfolio liquidation under factor uncertainty (Q2117436) (← links)
• On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration (Q2190063) (← links)
• Viscosity solutions to an initial value problem for a Hamilton-Jacobi equation with a degenerate Hamiltonian occurring in the dynamics of peakons (Q2227845) (← links)
• On the asymptotic nature of first order mean field games (Q2232794) (← links)
• Finite mean field games: fictitious play and convergence to a first order continuous mean field game (Q2338129) (← links)
• Viscosity solutions of general viscous Hamilton-Jacobi equations (Q2339318) (← links)
• Nonlinear PDE Approach to Time-Inconsistent Optimal Stopping (Q2968547) (← links)
• A Lagrange–Galerkin Scheme for First Order Mean Field Game Systems (Q6184519) (← links)