Pages that link to "Item:Q1380556"
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The following pages link to Backward stochastic differential equations with continuous coefficient (Q1380556):
Displayed 50 items.
- Quadratic reflected BSDEs with unbounded obstacles (Q424464) (← links)
- Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients (Q430972) (← links)
- Existence and uniqueness result for a backward stochastic differential equation whose generator is Lipschitz continuous in \(y\) and uniformly continuous in \(z\) (Q545561) (← links)
- Backward doubly stochastic differential equations with weak assumptions on the coefficients (Q548009) (← links)
- BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs (Q550005) (← links)
- One-dimensional BSDEs with finite and infinite time horizons (Q550145) (← links)
- General existence results for reflected BSDE and BSDE (Q554228) (← 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)
- A class of BSDE with integrable parameters (Q613205) (← links)
- On weak solutions of forward-backward SDEs (Q662818) (← links)
- Strong solutions of semilinear parabolic equations with measure data and generalized backward stochastic differential equations (Q663503) (← links)
- A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes (Q708289) (← links)
- Backward stochastic dynamics on a filtered probability space (Q717884) (← links)
- A class of backward doubly stochastic differential equations with non-Lipschitz coefficients (Q734712) (← links)
- Optimal reinsurance/investment problems for general insurance models (Q835068) (← links)
- Uniqueness result for the BSDE whose generator is monotonic in \(y\) and uniformly continuous in \(z\) (Q847111) (← links)
- On the set of solutions of a BSDE with continuous coefficient (Q876109) (← links)
- Quadratic BSDEs with convex generators and unbounded terminal conditions (Q929376) (← links)
- The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications (Q936592) (← links)
- Generalized BSDE driven by a Lévy process (Q937479) (← links)
- Closedness results for BMO semi-martingales and application to quadratic BSDEs (Q943646) (← links)
- BSDE driven by a simple Lévy process with continuous coefficient (Q945456) (← links)
- Monotonic limit properties for solutions of BSDEs with continuous coefficients (Q963519) (← links)
- On the existence of solutions to BSDEs with generalized uniformly continuous generators (Q968481) (← links)
- Finite and infinite time interval BSDEs with non-Lipschitz coefficients (Q973176) (← links)
- Some uniqueness results for one-dimensional BSDEs with uniformly continuous coefficients (Q1004256) (← links)
- The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations (Q1004268) (← links)
- Backward stochastic differential equations with non-Lipschitz coefficients (Q1030157) (← links)
- On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion (Q1036931) (← links)
- Reflected solutions of backward stochastic differential equations with continuous coefficient (Q1365170) (← links)
- Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient (Q1565878) (← links)
- Nonlinear Doob-Meyer decomposition with jumps. (Q1566019) (← links)
- Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient (Q1612975) (← links)
- Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
- On existence of solutions of BSDEs with continuous coefficient (Q1771298) (← links)
- Representation theorems for backward stochastic differential equations (Q1872357) (← links)
- Numerical method for backward stochastic differential equations (Q1872402) (← links)
- Backward stochastic differential equations and partial differential equations with quadratic growth. (Q1872517) (← links)
- Reflected forward-backward stochastic differential equations with continuous monotone coefficients (Q1957146) (← links)
- Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients (Q2269623) (← links)
- A note on FBSDE characterization of mean exit times (Q2272016) (← links)
- A uniqueness theorem for the solution of backward stochastic differential equations (Q2427230) (← links)
- A generalized comparison theorem for BSDEs and its applications (Q2428525) (← links)
- A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations (Q2431046) (← links)
- Two comparison theorems of BSDEs (Q2454992) (← links)
- A stochastic linear-quadratic problem with Lévy processes and its application to finance (Q2469493) (← links)
- A class of backward stochastic differential equations with discontinuous coefficients (Q2474509) (← links)
- Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coeffi\-cients (Q2485765) (← links)
- Existence of the solutions of backward-forward SDE's with continuous monotone coefficients (Q2497820) (← links)