Pages that link to "Item:Q1947596"

The following pages link to Semi-linear degenerate backward stochastic partial differential equations and associated forward-backward stochastic differential equations (Q1947596):

Displaying 12 items.

• Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach (Q828998) (← links)
• The link between stochastic differential equations with non-Markovian coefficients and backward stochastic partial differential equations (Q2025270) (← links)
• Reflected backward stochastic partial differential equations in a convex domain (Q2196539) (← links)
• Backward stochastic partial differential equations with quadratic growth (Q2252481) (← links)
• The Cauchy problem of backward stochastic super-parabolic equations with quadratic growth (Q2296124) (← links)
• A Constrained Control Problem with Degenerate Coefficients and Degenerate Backward SPDEs with Singular Terminal Condition (Q2799361) (← links)
• Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations (Q4691148) (← links)
• $L^p$-theory of forward-backward stochastic differential equations (Q4989155) (← links)
• A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions (Q5252499) (← links)
• First Order BSPDEs in Higher Dimension for Optimal Control Problems (Q5347542) (← links)
• A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING (Q5739185) (← links)
• Forward-backward stochastic differential equations: initiation, development and beyond (Q6164084) (← links)