Pages that link to "Item:Q2431750"
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The following pages link to BSDE with quadratic growth and unbounded terminal value (Q2431750):
Displaying 50 items.
- On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case (Q255489) (← links)
- Numerical simulation of quadratic BSDEs (Q259576) (← links)
- Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions (Q265654) (← links)
- A system of quadratic BSDEs arising in a price impact model (Q292906) (← 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)
- BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness (Q358147) (← links)
- Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs (Q373548) (← links)
- Multidimensional BSDEs with weak monotonicity and general growth generators (Q381059) (← links)
- Forward-backward systems for expected utility maximization (Q401458) (← links)
- Quadratic reflected BSDEs with unbounded obstacles (Q424464) (← links)
- Existence, minimality and approximation of solutions to BSDEs with convex drivers (Q424485) (← links)
- On backward stochastic differential equations and strict local martingales (Q429279) (← links)
- BSDEs in utility maximization with BMO market price of risk (Q429302) (← links)
- Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients (Q430972) (← links)
- Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition (Q444352) (← links)
- Pseudo linear pricing rule for utility indifference valuation (Q457184) (← links)
- Progressive enlargement of filtrations and backward stochastic differential equations with jumps (Q471510) (← links)
- New proofs of some results on bounded mean oscillation martingales using backward stochastic differential equations (Q482796) (← links)
- Liquidity risk, price impacts and the replication problem (Q483927) (← links)
- \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators (Q495173) (← links)
- Consumption-investment optimization with Epstein-Zin utility in incomplete markets (Q503396) (← links)
- On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions (Q537139) (← links)
- One-dimensional BSDEs with finite and infinite time horizons (Q550145) (← links)
- A generalized existence theorem of backward doubly stochastic differential equations (Q606303) (← links)
- Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation (Q607277) (← links)
- Numerical simulation of BSDEs with drivers of quadratic growth (Q655587) (← links)
- 44th seminar on probability. Including papers from the `Journées de Probabilités', Dijon, France, June 2010 (Q660368) (← links)
- Backward stochastic dynamics on a filtered probability space (Q717884) (← links)
- Backward SDEs with superquadratic growth (Q718880) (← links)
- On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions (Q784360) (← links)
- Valuation of power plants by utility indifference and numerical computation (Q836863) (← links)
- Portfolio optimization under entropic risk management (Q839733) (← links)
- On measure solutions of backward stochastic differential equations (Q841478) (← links)
- Harmonic analysis of stochastic equations and backward stochastic differential equations (Q843710) (← links)
- Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators (Q899624) (← links)
- Quadratic BSDEs with convex generators and unbounded terminal conditions (Q929376) (← links)
- Jensen's inequality for filtration consistent nonlinear expectation without domination condition (Q932335) (← links)
- Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations (Q947150) (← links)
- Finite and infinite time interval BSDEs with non-Lipschitz coefficients (Q973176) (← links)
- Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909) (← links)
- BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data (Q1700380) (← links)
- Perfect hedging under endogenous permanent market impacts (Q1709607) (← links)
- One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators (Q1721897) (← links)
- A stability approach for solving multidimensional quadratic BSDEs (Q1721997) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- Multidimensional Markovian FBSDEs with super-quadratic growth (Q1730937) (← links)
- A class of globally solvable Markovian quadratic BSDE systems and applications (Q1747757) (← links)
- Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values (Q1748581) (← links)
- Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations (Q1762334) (← links)
