Pages that link to "Item:Q1578967"
From MaRDI portal
The following pages link to Viability property for a backward stochastic differential equation and applications to partial differential equations (Q1578967):
Displaying 28 items.
- A BSDE approach to fair bilateral pricing under endogenous collateralization (Q331356) (← links)
- Reflected solutions of generalized anticipated BSDEs and application to reflected BSDEs with functional barrier (Q426712) (← links)
- \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators (Q495173) (← links)
- Comparison theorem for Brownian multidimensional BSDEs via jump processes (Q533992) (← links)
- Necessary and sufficient condition for the comparison theorem of multidimensional anticipated backward stochastic differential equations (Q547354) (← links)
- Viability of moving sets for a nonlinear Neumann problem (Q875267) (← links)
- Anticipated backward doubly stochastic differential equations (Q902476) (← links)
- Approximate controllability for linear stochastic differential equations in infinite dimensions (Q985721) (← links)
- Exact and possible viability for controlled diffusions. (Q1423258) (← links)
- Viability for stochastic differential equations driven by \(G\)-Brownian motion (Q1721919) (← links)
- Existence, uniqueness and stability of \(L^1\) solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type (Q1800958) (← links)
- Comparison theorem for diagonally quadratic BSDEs (Q2030831) (← links)
- Comparison theorems for multi-dimensional general mean-field BDSDES (Q2154862) (← links)
- Viability for coupled SDEs driven by fractional Brownian motion (Q2238952) (← links)
- Viability of an open set for stochastic control systems (Q2274271) (← links)
- When terminal facelift enforces delta constraints (Q2339121) (← links)
- On the comparison theorem for multi-dimensional \(G\)-SDEs (Q2339520) (← links)
- A new comparison theorem of multidimensional BSDEs (Q2343572) (← links)
- Invariance for stochastic differential systems with time-dependent constraining sets (Q2354177) (← links)
- Jensen's inequality for \(g\)-convex function under \(g\)-expectation (Q2380767) (← links)
- Backward stochastic viability and related properties on \(Z\) for BSDEs with applications (Q2439873) (← links)
- Some properties of \(g\)-convex functions (Q2441132) (← links)
- Non-compact-valued stochastic control under state constraints (Q2465751) (← links)
- A Kalman-type condition for stochastic approximate controllability (Q2472985) (← links)
- Stochastic control and compatible subsets of constraints (Q2484956) (← links)
- On the comparison theorem for multidimensional BSDEs (Q2499743) (← links)
- Viability property for multi-dimensional stochastic differential equation and its applications to comparison theorem (Q5875228) (← links)
- On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications (Q6115252) (← links)
