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 37 items.
- Forward-backward systems for expected utility maximization (Q401458) (← links)
- Solvability of forward-backward stochastic partial differential equations (Q402714) (← 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)
- 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)
- 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)
- 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)
- \(L^p\) estimates for fully coupled FBSDEs with jumps (Q2436790) (← links)
- On viscosity solutions of path dependent PDEs (Q2438749) (← links)
- Time discretization and Markovian iteration for coupled FBSDEs (Q2476402) (← links)
- On a class of forward-backward stochastic differential systems in infinite dimensions (Q2478411) (← links)
- A forward-backward stochastic algorithm for quasi-linear PDEs (Q2494576) (← links)
- Stochastic representation of weak solutions of viscous conservation laws: a BSDE approach (Q2636933) (← links)
- Nonparametric Estimation for FBSDEs Models with Applications in Finance (Q2786238) (← links)
- Option hedging by an influential informed investor (Q2862441) (← links)
- Stochastic Saddle Paths and Economic Theory (Q2909729) (← links)
- Sur l'existence de solutions d'équations différentielles stochastiques progréssives rétrogrades couplées (Q3518567) (← links)
- Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration (Q4431483) (← links)
- Numerical solution of quasilinear parabolic equations and backward stochastic differential equations (Q4463680) (← links)
- Weak Solutions of Forward–Backward SDE's (Q4804867) (← links)
- Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356) (← links)
- Asymptotic properties of coupled forward–backward stochastic differential equations (Q5170134) (← links)
- Forward-backward stochastic differential equations with mixed initial-terminal conditions (Q5189160) (← links)
- Weak solutions and a Yamada–Watanabe theorem for FBSDEs (Q5324841) (← links)
- Terminal-Dependent Statistical Inferences for FBSDE (Q5416840) (← links)
- Forward-backward stochastic differential equations and PDE with gradient dependent second order coefficients (Q5429574) (← links)