Pages that link to "Item:Q584199"

The following pages link to Adapted solution of a backward stochastic differential equation (Q584199):

Displaying 50 items.

• On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case (Q255489) (← links)
• Backward stochastic Schrödinger and infinite-dimensional Hamiltonian equations (Q255499) (← links)
• Numerical Fourier method and second-order Taylor scheme for backward SDEs in finance (Q256112) (← links)
• Stochastic recursive optimal control problem with time delay and applications (Q256324) (← links)
• Numerical simulation of quadratic BSDEs (Q259576) (← links)
• The existence and uniqueness of the solution for nonlinear elliptic equations in Hilbert spaces (Q265124) (← links)
• Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions (Q265654) (← links)
• On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces (Q272959) (← links)
• Solving the double barrier reflected BSDEs via penalization method (Q273699) (← links)
• Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles (Q281870) (← links)
• Utility indifference valuation for non-smooth payoffs with an application to power derivatives (Q282083) (← links)
• Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. (Q282508) (← links)
• A general comparison theorem for 1-dimensional anticipated BSDEs (Q287867) (← links)
• Infinite horizon backward doubly stochastic differential equations with non-degenerate terminal functions and their stationary property (Q287882) (← links)
• On the stability theorem of \(L^{p}\) solutions for multidimensional BSDEs with uniform continuity generators in \(z\) (Q292946) (← links)
• Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints (Q294516) (← links)
• Consumption-investment strategies with non-exponential discounting and logarithmic utility (Q296894) (← links)
• Investment under duality risk measure (Q297406) (← links)
• Dual representation of minimal supersolutions of convex BSDEs (Q297463) (← links)
• Backward doubly stochastic equations with jumps and comparison theorems (Q298152) (← links)
• Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control (Q303970) (← links)
• Solutions of BSDE's with jumps and quadratic/locally Lipschitz generator (Q311996) (← links)
• Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces (Q315757) (← links)
• Optimal switching at Poisson random intervention times (Q316899) (← links)
• Density analysis of BSDEs (Q317487) (← links)
• Generalized backward stochastic variational inequalities driven by a fractional Brownian motion (Q318984) (← links)
• \(L^p\) weak convergence method on BSDEs with non-uniformly Lipschitz coefficients and its applications (Q321236) (← links)
• Existence and uniqueness for \(\mathbb{D}\)-solutions of reflected BSDEs with two barriers without Mokobodzki's condition (Q323988) (← links)
• Forward and backward filtering based on backward stochastic differential equations (Q326375) (← links)
• Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation (Q330697) (← links)
• Applications of anticipated BSDEs driven by time-changing Lévy noises (Q343547) (← links)
• Solutions to BSDEs driven by both standard and fractional Brownian motions (Q350757) (← links)
• Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process (Q352763) (← links)
• Probabilistic approach to viscosity solutions of the Cauchy problems for systems if fully nonlinear parabolic equations (Q357232) (← links)
• BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness (Q358147) (← links)
• Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (Q358616) (← links)
• Maximum principle for optimal control problems of forward-backward regime-switching system and applications (Q360666) (← links)
• Markovian forward-backward stochastic differential equations and stochastic flows (Q360694) (← links)
• The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls (Q360987) (← links)
• Further results on existence-uniqueness for stochastic functional differential equations (Q365867) (← links)
• Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373) (← links)
• Jensen's inequality for generalized Peng's \(g\)-expectations and its applications (Q370129) (← links)
• Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs (Q373548) (← links)
• Random \(G\)-expectations (Q373831) (← links)
• Singular FBSDEs and scalar conservation laws driven by diffusion processes (Q377517) (← links)
• On the pathwise uniqueness of stochastic partial differential equations with non-Lipschitz coefficients (Q380216) (← links)
• Numerical solution of variational inequalities: localization with Dirichlet conditions (Q380731) (← links)
• Multidimensional BSDEs with weak monotonicity and general growth generators (Q381059) (← links)
• Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type (Q382148) (← links)
• Anticipated backward stochastic differential equations on Markov chains (Q383942) (← links)