Pages that link to "Item:Q674053"
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The following pages link to Zero-sum stochastic differential games and backward equations (Q674053):
Displayed 50 items.
- Forward and backward filtering based on backward stochastic differential equations (Q326375) (← links)
- Anticipated backward stochastic differential equations on Markov chains (Q383942) (← links)
- Second-order BSDEs with general reflection and game options under uncertainty (Q402477) (← links)
- Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection (Q402722) (← links)
- A BSDE approach to stochastic differential games with incomplete information (Q424510) (← links)
- Doubly reflected BSDEs driven by a Lévy process (Q425969) (← links)
- Reflected solutions of generalized anticipated BSDEs and application to reflected BSDEs with functional barrier (Q426712) (← links)
- Reflected backward stochastic differential equations with time delayed generators (Q433591) (← links)
- Comparison theorems for the multidimensional BDSDEs and applications (Q442865) (← links)
- Stochastic optimal control and BSDEs with logarithmic growth (Q452075) (← links)
- Anticipative backward stochastic differential equations driven by fractional Brownian motion (Q504474) (← links)
- A maximum principle for partially observed optimal control of forward-backward stochastic control systems (Q543062) (← links)
- General existence results for reflected BSDE and BSDE (Q554228) (← links)
- Stochastic representation for solutions of Isaacs' type integral-partial differential equations (Q645592) (← links)
- Filtration consistent nonlinear expectations and evaluations of contingent claims (Q705074) (← links)
- A class of backward doubly stochastic differential equations with non-Lipschitz coefficients (Q734712) (← links)
- SPDIEs and BSDEs driven by Lévy processes and countable Brownian motions (Q739898) (← links)
- A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis (Q744236) (← links)
- Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers (Q839520) (← links)
- Reflected BSDE driven by a Lévy process (Q842401) (← links)
- Backward representation of Markov jump processes and related problems. I. Optimal linear estimation (Q885730) (← links)
- Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis (Q893337) (← links)
- Mean-field backward stochastic differential equations with subdifferential operator and its applications (Q900533) (← links)
- Anticipated backward doubly stochastic differential equations (Q902476) (← links)
- Generalized BSDE driven by a Lévy process (Q937479) (← links)
- BSDE driven by a simple Lévy process with continuous coefficient (Q945456) (← links)
- On solutions of backward stochastic Volterra integral equations with jumps in Hilbert spaces (Q963654) (← links)
- Backward doubly stochastic differential equations with discontinuous coefficients (Q1012223) (← links)
- Reflected solutions of backward SDE's, and related obstacle problems for PDE's (Q1356364) (← links)
- Reflected solutions of backward stochastic differential equations with continuous coefficient (Q1365170) (← links)
- Reflected BSDEs and mixed game problem (Q1613587) (← links)
- The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566) (← links)
- Uncertain saddle point equilibrium differential games with non-anticipating strategies (Q1647996) (← links)
- Mean-field backward stochastic differential equations in general probability spaces (Q1663545) (← links)
- Backward stochastic Volterra integral equations with additive perturbations (Q1664279) (← links)
- Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities (Q1688621) (← links)
- Double barrier reflected BSDEs with stochastic Lipschitz coefficient (Q1697203) (← links)
- Backward doubly SDEs with continuous and stochastic linear growth coefficients (Q1787199) (← links)
- Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients (Q1928126) (← links)
- Reflected generalized backward doubly SDEs driven by Lévy processes and applications (Q1930524) (← links)
- A comonotonic theorem for backward stochastic differential equations in \(L^p\) and its applications (Q1933292) (← links)
- A probabilistic-numerical approximation for an obstacle problem arising in game theory (Q1935502) (← links)
- Stochastic differential games with reflection and related obstacle problems for Isaacs equations (Q1942154) (← links)
- Stochastic recursive zero-sum differential game and mixed zero-sum differential game problem (Q1955113) (← links)
- BSDE with rcll reflecting barrier driven by a Lévy process (Q1986117) (← links)
- Forward backward SDEs in weak formulation (Q2001569) (← links)
- Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion (Q2015746) (← links)
- Anticipated backward stochastic differential equations driven by the Teugels martingales (Q2019174) (← links)
- A Stackelberg game of backward stochastic differential equations with partial information (Q2070546) (← links)
- High order one-step methods for backward stochastic differential equations via Itô-Taylor expansion (Q2090362) (← links)