Pages that link to "Item:Q1299974"
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The following pages link to Forward-backward stochastic differential equations and quasilinear parabolic PDEs (Q1299974):
Displayed 50 items.
- Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (Q255513) (← links)
- Forward-backward systems for expected utility maximization (Q401458) (← links)
- Solvability of forward-backward stochastic partial differential equations (Q402714) (← links)
- BSDEs with polynomial growth generators in a defaultable market (Q488680) (← links)
- Well-posedness of mean-field type forward-backward stochastic differential equations (Q491912) (← links)
- Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor (Q653653) (← links)
- On weak solutions of forward-backward SDEs (Q662818) (← links)
- Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations (Q681281) (← links)
- On non-Markovian forward-backward SDEs and backward stochastic PDEs (Q713213) (← links)
- Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations (Q744227) (← links)
- Weak existence and uniqueness for forward-backward SDEs (Q860697) (← links)
- Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis (Q893337) (← links)
- Efficient numerical Fourier methods for coupled forward-backward SDEs (Q898981) (← links)
- The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications (Q936592) (← links)
- On solutions of a class of infinite horizon FBSDEs (Q951188) (← links)
- Maximum principle for partially-observed optimal control of fully-coupled forward-backward stochastic systems (Q983721) (← links)
- Sobolev weak solutions for parabolic PDEs and FBSDEs (Q1018123) (← links)
- Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus (Q1045790) (← links)
- On a coupled SDE-PDE system modeling acid-mediated tumor invasion (Q1634879) (← links)
- On the existence of optimal controls for backward stochastic partial differential equations (Q1640937) (← links)
- Near-optimal control of stochastic recursive systems via viscosity solution (Q1670094) (← links)
- On the homotopy analysis method for backward/forward-backward stochastic differential equations (Q1678593) (← links)
- Quasi-linear PDEs and forward-backward stochastic differential equations: weak solutions (Q1680459) (← links)
- Probabilistic representations and numerical algorithms for classical and viscosity solutions of the Cauchy problem for quasilinear parabolic systems (Q1683201) (← links)
- Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria (Q1713461) (← links)
- Fully coupled mean-field forward-backward stochastic differential equations and stochastic maximum principle (Q1725104) (← links)
- Fully coupled forward-backward stochastic differential equations on Markov chains (Q1725510) (← links)
- Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
- On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. (Q1766080) (← links)
- Forward-backward stochastic differential equations with nonsmooth coefficients. (Q1877391) (← links)
- Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients. (Q1889783) (← links)
- Curve following in illiquid markets (Q1932555) (← links)
- Forward-backward doubly stochastic differential equations and related stochastic partial differential equations (Q1934378) (← links)
- Forward backward SDEs in weak formulation (Q2001569) (← links)
- Forward-backward SDEs with jumps and classical solutions to nonlocal quasilinear parabolic PDEs (Q2182619) (← links)
- Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs (Q2183132) (← links)
- How does asymmetric information create market incompleteness? (Q2282731) (← links)
- An exploration of \(L^p\)-theory for forward-backward stochastic differential equations with random coefficients on small durations (Q2287239) (← links)
- Risk-sensitive mean field games via the stochastic maximum principle (Q2292119) (← links)
- Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs (Q2302933) (← links)
- Terminal-dependent statistical inference for the integral form of FBSDE (Q2312276) (← links)
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
- Solutions for functional fully coupled forward-backward stochastic differential equations (Q2344869) (← links)
- Forward-backward stochastic differential systems associated to Navier-Stokes equations in the whole space (Q2348294) (← links)
- On well-posedness of forward-backward SDEs -- a unified approach (Q2354895) (← links)
- Stochastic differential games for fully coupled FBSDEs with jumps (Q2355304) (← links)
- Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes (Q2364743) (← links)
- Forward-backward SDEs driven by Lévy process in stopping time duration (Q2408500) (← links)
- Well-posedness of fully coupled linear forward-backward stochastic differential equations (Q2419750) (← links)
- \(L^p\) estimates for fully coupled FBSDEs with jumps (Q2436790) (← links)