Pages that link to "Item:Q2447694"
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The following pages link to A simple constructive approach to quadratic BSDEs with or without delay (Q2447694):
Displayed 43 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)
- Splitting multidimensional BSDEs and finding local equilibria (Q402721) (← links)
- Pseudo linear pricing rule for utility indifference valuation (Q457184) (← links)
- Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909) (← links)
- Reflected and doubly reflected backward stochastic differential equations with time-delayed generators (Q1721913) (← 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)
- A class of globally solvable Markovian quadratic BSDE systems and applications (Q1747757) (← links)
- Reflected quadratic BSDEs driven by \(G\)-Brownian motions (Q1997195) (← links)
- Quadratic BSDEs with mean reflection (Q2001551) (← links)
- Equilibrium asset pricing with transaction costs (Q2022762) (← links)
- Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions (Q2080287) (← links)
- Quadratic mean-field reflected BSDEs (Q2096186) (← links)
- A characterization of solutions of quadratic BSDEs and a new approach to existence (Q2121079) (← links)
- Backward propagation of chaos (Q2144343) (← links)
- Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs (Q2154437) (← links)
- Weighted bounded mean oscillation applied to backward stochastic differential equations (Q2175336) (← links)
- Characterization of fully coupled FBSDE in terms of portfolio optimization (Q2184583) (← links)
- A type of globally solvable BSDEs with triangularly quadratic generators (Q2201488) (← links)
- Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach (Q2238894) (← links)
- An incomplete equilibrium with a stochastic annuity (Q2308176) (← links)
- Quadratic \(g\)-convexity, \(C\)-convexity and their relationships (Q2342394) (← links)
- Second order backward stochastic differential equations with quadratic growth (Q2447731) (← links)
- BSDEs with terminal conditions that have bounded Malliavin derivative (Q2452450) (← links)
- Some results on general quadratic reflected BSDEs driven by a continuous martingale (Q2637208) (← links)
- On the backward stochastic differential equation with generator \(f(y)|z|^2\) (Q2661266) (← links)
- Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs (Q2685909) (← links)
- Multidimensional quadratic and subquadratic BSDEs with special structure (Q2804014) (← links)
- Stability and Analytic Expansions of Local Solutions of Systems of Quadratic BSDEs with Applications to a Price Impact Model (Q2819094) (← links)
- (Q4684437) (← links)
- Bounded solutions for general time interval BSDEs with quadratic growth coefficients and stochastic conditions (Q4687200) (← links)
- MINIMAL AND MAXIMAL BOUNDED SOLUTIONS FOR QUADRATIC BSDES WITH STOCHASTIC CONDITIONS (Q4968700) (← links)
- On the Uniqueness of Solutions to Quadratic BSDEs with Non-convex Generators (Q5038291) (← links)
- Incomplete Stochastic Equilibria with Exponential Utilities Close to Pareto Optimality (Q5050088) (← links)
- A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
- Existence and Uniqueness for Non-Markovian Triangular Quadratic BSDEs (Q5081638) (← links)
- Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes (Q5130922) (← links)
- Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs (Q5162913) (← links)
- The reverse Hölder inequality for matrix-valued stochastic exponentials and applications to quadratic BSDE systems (Q6044245) (← links)
- On the uniqueness result for the BSDE with deterministic coefficient (Q6064072) (← links)
- Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result (Q6102672) (← links)
- General mean reflected backward stochastic differential equations (Q6204808) (← links)