Pages that link to "Item:Q1266271"

The following pages link to Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs (Q1266271):

Displaying 42 items.

• The existence and uniqueness of the solution for nonlinear elliptic equations in Hilbert spaces (Q265124) (← links)
• Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach (Q271868) (← links)
• Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces (Q315757) (← links)
• Optimal switching at Poisson random intervention times (Q316899) (← links)
• A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions (Q517927) (← links)
• Ergodic BSDEs under weak dissipative assumptions (Q550144) (← links)
• A stochastic optimal control problem for the heat equation on the halfline with Dirichlet boundary-noise and boundary-control (Q607563) (← links)
• Ergodic BSDEs and related PDEs with Neumann boundary conditions (Q841486) (← links)
• On the existence, uniqueness, stability and the properties of large deviations of solutions of backward stochastic differential equations with random terminal time. Application to singular perturbation problems. (Q871045) (← links)
• Homogenization of periodic semilinear parabolic degenerate PDEs (Q1030150) (← links)
• \(N\)-player games and mean-field games with absorption (Q1617124) (← links)
• Representation of asymptotic values for nonexpansive stochastic control systems (Q1713473) (← links)
• Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
• Interior gradient and Hessian estimates for the Dirichlet problem of semi-linear degenerate elliptic systems: a probabilistic approach (Q2010418) (← links)
• Ergodic BSDEs and related PDEs with Neumann boundary conditions under weak dissipative assumptions (Q2018561) (← links)
• Infinite horizon BSDEs under consistent nonlinear expectations (Q2071438) (← links)
• Second order backward SDE with random terminal time (Q2201514) (← links)
• BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz condition (Q2207639) (← links)
• Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979) (← links)
• Ergodic BSDE with unbounded and multiplicative underlying diffusion and application to large time behaviour of viscosity solution of HJB equation (Q2274268) (← links)
• BSDEs of counterparty risk (Q2347456) (← links)
• Generalized Hamilton--Jacobi--Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem (Q2796108) (← links)
• BSDEs with random terminal time under enlarged filtration. American-style options hedging by an insider (Q3103217) (← links)
• HOMOGENIZATION OF A PERIODIC DEGENERATE SEMILINEAR ELLIPTIC PDE (Q3174003) (← links)
• Probabilistic approach to singular perturbations of semilinear and quasilinear parabolic PDEs (Q4238364) (← links)
• Stochastic optimal control problem with infinite horizon driven by <i>G</i>-Brownian motion (Q4554119) (← links)
• Ergodic BSDEs driven by G-Brownian motion and applications (Q4561046) (← links)
• CONVERGENCE OF BSDEs AND HOMOGENIZATION OF ELLIPTIC SEMI-LINEAR PDEs (Q4796579) (← links)
• MINIMAL AND MAXIMAL BOUNDED SOLUTIONS FOR QUADRATIC BSDES WITH STOCHASTIC CONDITIONS (Q4968700) (← links)
• AN ERGODIC BSDE RISK REPRESENTATION IN A JUMP-DIFFUSION FRAMEWORK (Q5010067) (← links)
• Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes (Q5130922) (← links)
• A framework of BSDEs with stochastic Lipschitz coefficients (Q5140340) (← links)
• Dynkin Games with Poisson Random Intervention Times (Q5232251) (← links)
• Numerical Stability Analysis of the Euler Scheme for BSDEs (Q5253605) (← links)
• Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE (Q5280241) (← links)
• Studying anticipation on financial markets via BSDEs with random terminal time (Q5324851) (← links)
• Undiscounted Markov Chain BSDEs to Stopping Times (Q5416555) (← links)
• DISSIPATIVE BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONS (Q5468910) (← links)
• Averaging of Backward Stochastic Differential Equations and Homogenization of Partial Differential Equations with Periodic Coefficients (Q5488645) (← links)
• BSDEs, convergence in law and homogenization of semilinear parabolic SDEs (Q5929090) (← links)
• Mean field games with absorption and common noise with a model of bank run (Q6072906) (← links)
• A New Monotonicity Condition for Ergodic Backward SDEs and Ergodic Control with Superquadratic Hamiltonians (Q6098453) (← links)