Pages that link to "Item:Q1766046"

The following pages link to On the robustness of backward stochastic differential equations. (Q1766046):

Displaying 40 items.

• Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver (Q265658) (← links)
• Simulation of BSDEs with jumps by Wiener chaos expansion (Q271886) (← links)
• BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness (Q358147) (← links)
• BSDEs under partial information and financial applications (Q402719) (← links)
• Existence, minimality and approximation of solutions to BSDEs with convex drivers (Q424485) (← links)
• Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers (Q654139) (← links)
• Malliavin calculus for backward stochastic differential equations and application to numerical solutions (Q657705) (← links)
• Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
• Weak approximation of second-order BSDEs (Q748313) (← links)
• Convergence of solutions of discrete reflected backward SDE's and simulations (Q925968) (← links)
• Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth (Q1617135) (← links)
• A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations (Q1635964) (← links)
• Discretizing Malliavin calculus (Q1639664) (← links)
• Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
• Stability of Doob-Meyer decomposition under extended convergence (Q1879125) (← links)
• Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040) (← links)
• Donsker-type theorem for BSDEs: rate of convergence (Q2040042) (← links)
• A fully quantization-based scheme for FBSDEs (Q2101958) (← links)
• Backward stochastic differential equations with mean reflection and two constraints (Q2123434) (← links)
• \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps (Q2408993) (← links)
• Simulation of BSDEs by Wiener chaos expansion (Q2454405) (← links)
• The effects of changing margin levels on futures options price (Q2461310) (← links)
• Discretization of backward semilinear stochastic evolution equations (Q2507644) (← links)
• Scaling limit for stochastic control problems in population dynamics (Q2701092) (← links)
• BSDEs, Càdlàg Martingale Problems, and Orthogonalization under Basis Risk (Q2813078) (← links)
• Numerical Method for Reflected Backward Stochastic Differential Equations (Q3114568) (← links)
• Backward stochastic partial differential equations in infinite dimensions (Q3440788) (← links)
• Generalized reflected backward stochastic differential equations (Q3630057) (← links)
• On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
• Approximation of BSDE with non Lipschitz coefficient (Q5024368) (← links)
• A Constructive Approach to Existence of Equilibria in Time-Inconsistent Stochastic Control Problems (Q5065055) (← links)
• Backward stochastic partial differential equations driven by infinite-dimensional martingales and applications (Q5190575) (← links)
• Stability results for martingale representations: The general case (Q5240180) (← links)
• Numerical Stability Analysis of the Euler Scheme for BSDEs (Q5253605) (← links)
• Elliptic PDEs with distributional drift and backward SDEs driven by a càdlàg martingale with random terminal time (Q5268389) (← links)
• GKW representation theorem under restricted information: An application to risk-minimization (Q5417124) (← links)
• Stability of solutions of BSDEs with random terminal time (Q5429571) (← links)
• A Dual Method For Evaluation of Dynamic Risk in Diffusion Processes (Q5854389) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)