scientific article; zbMATH DE number 1341816
From MaRDI portal
Publication:4263364
Recommendations
- scientific article; zbMATH DE number 1066312
- scientific article; zbMATH DE number 850089
- BSDEs and applications
- Probabilistic interpretation of a system of semilinear parabolic partial differential equations
- A stability theorem of backward stochastic differential equations and its application
- scientific article; zbMATH DE number 1121855
- scientific article; zbMATH DE number 1159166
- Backward stochastic differential equations with non-Lipschitz coefficients
- scientific article; zbMATH DE number 1069626
Cited in
(only showing first 100 items - show all)- Infinite horizon BSDEs with dissipative coefficients in Hilbert spaces and applications
- Homogenization of periodic semilinear parabolic degenerate PDEs
- Homogenization of semilinear PDEs with discontinuous averaged coefficients
- Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs
- Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient
- Convergence of BSDEs and homogenization of semilinear variational inequalities in a convex domain
- Reflected backward stochastic differential equations with perturbations
- Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information
- \(L^{p}\) solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions
- A representation theorem for generators of BSDEs with general growth generators in y and its applications
- On optimal control of forward-backward stochastic differential equations
- Optimal control of forward-backward mean-field stochastic delayed systems
- Mean-field type games between two players driven by backward stochastic differential equations
- Existence and uniqueness results for BSDE with jumps: the whole nine yards
- Stochastic control for a class of nonlinear kernels and applications
- BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogeniza\-tion.
- On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case.
- Number of paths versus number of basis functions in American option pricing
- Backward stochastic differential equations associated to a symmetric Markov process
- Existence, uniqueness and stability of L^1 solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type
- Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach
- Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients.
- Perturbed backward stochastic differential equations
- Stochastic recursive zero-sum differential game and mixed zero-sum differential game problem
- Semilinear Kolmogorov equations on the space of continuous functions via BSDEs
- Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint
- Infinite horizon BSDEs under consistent nonlinear expectations
- Approximation of a degenerate semilinear PDE with a nonlinear Neumann boundary condition
- Solvability of infinite horizon McKean-Vlasov FBSDEs in mean field control problems and games
- Portfolio liquidation under factor uncertainty
- Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs
- Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method
- Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator
- BSDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
- Anticipated backward stochastic differential equations with jumps under the non-Lipschitz condition
- BSDEs with regime switching: weak convergence and applications
- Optimal control of a stochastic delay partial differential equation with boundary-noise and boundary-control
- Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem
- \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions
- \(L^p\) solutions of BSDEs with a new kind of non-Lipschitz coefficients
- Existence and large-time asymptotics for solutions of semilinear parabolic systems with measure data
- Multivalued backward stochastic differential equations with oblique subgradients
- Backward stochastic variational inequalities on random interval
- Infinite horizon optimal control of forward-backward stochastic differential equations with delay
- Maximum principles for jump diffusion processes with infinite horizon
- Backward stochastic differential equations with random stopping time and singular final condition
- Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type
- On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations
- Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps
- A Monte Carlo method for backward stochastic differential equations with Hermite martingales
- A generalized comparison theorem for BSDEs and its applications
- Dirichlet forms and semilinear elliptic equations with measure data
- SPDEs with polynomial growth coefficients and the Malliavin calculus method
- Probabilistic approach to homogenization of a non-divergence form semilinear PDE with non-periodic coefficients
- Homogenization of periodic semilinear hypoelliptic PDEs
- Reflected backward SDEs with two barriers under monotonicity and general increasing conditions
- Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces
- Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient
- An approximation result for a nonlinear Neumann boundary value problem via BSDEs
- Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator
- Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality
- Backward doubly stochastic differential equations with polynomial growth coefficients
- A stochastic maximum principle with dissipativity conditions
- BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations.
- L^p solutions of backward stochastic differential equations.
- A probabilistic representation of the solution of some quasi-linear PDE with a divergence form operator. Application to existence of weak solutions of FBSDE.
- The existence and uniqueness of the solution for nonlinear elliptic equations in Hilbert spaces
- Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition
- Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions
- Gain/loss asymmetric stochastic differential utility
- General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition
- Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs
- Fractional backward SDEs with locally monotone coefficient and application to PDEs
- Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations
- Scaling limit for stochastic control problems in population dynamics
- Weak solution of semi-linear PDE, BSDE and homogenization
- Reflected BSDE's with discontinuous barrier and time delayed generators
- Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem
- Reflected backward SDEs with general jumps
- Generalized BSDEs, weak convergence, and homogenization of semilinear PDEs with the Wentzell-type boundary condition
- On the stability theorem of \(L^{p}\) solutions for multidimensional BSDEs with uniform continuity generators in \(z\)
- Necessary stochastic maximum principle for dissipative systems on infinite time horizon
- L^p solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients
- Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces
- Dynamic programming principle and associated Hamilton-Jacobi-Bellman equation for stochastic recursive control problem with non-Lipschitz aggregator
- L^p-variational solutions of multivalued backward stochastic differential equations
- Existence and uniqueness of multidimensional BSDEs and of systems of degenerate PDEs with superlinear growth generator
- Reflected generalized BSDEs with random time and applications
- Multidimensional BSDEs with weak monotonicity and general growth generators
- Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type
- Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time
- Probabilistic approach to singular perturbations of semilinear and quasilinear parabolic PDEs
- Quelques méthodes probabilistes pour les équations aux dérivées partielles
- Doubly reflected BSDEs driven by a Lévy process
- On backward stochastic differential equations and strict local martingales
- Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients
- Reflected backward stochastic differential equations with time delayed generators
- Averaging of backward stochastic differential equations, with application to semi-linear pde's
- scientific article; zbMATH DE number 1121855 (Why is no real title available?)
- Homogenization of Multivalued Partial Differential Equations via Reflected Backward Stochastic Differential Equations
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4263364)
