The following pages link to Jianfeng Zhang (Q245175):
Displaying 50 items.
- Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. (Q282508) (← links)
- Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II (Q317470) (← links)
- Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation (Q330697) (← links)
- Optimal portfolio selection under concave price impact (Q360368) (← links)
- Some norm estimates for semimartingales (Q389016) (← links)
- Optimal stopping under nonlinear expectation (Q404122) (← links)
- Quasi-sure stochastic analysis through aggregation (Q428554) (← links)
- The law of large numbers for self-exciting correlated defaults (Q436290) (← links)
- Wellposedness of second order backward SDEs (Q438976) (← links)
- Martingale representation theorem for the \(G\)-expectation (Q550131) (← links)
- On weak solutions of forward-backward SDEs (Q662818) (← links)
- Contract theory in continuous-time models (Q663167) (← links)
- Optimal stopping under adverse nonlinear expectation and related games (Q748312) (← links)
- The steepest descent method for forward-backward SDEs (Q850388) (← links)
- Optimal contracts in continuous-time models (Q937467) (← links)
- Switching problem and related system of reflected backward SDEs (Q963029) (← links)
- Backward SDEs with constrained jumps and quasi-variational inequalities (Q964784) (← links)
- A numerical scheme for BSDEs (Q1431562) (← links)
- (Q1601800) (redirect page) (← links)
- Path regularity for solutions of backward stochastic differential equations (Q1601801) (← links)
- Representation theorems for backward stochastic differential equations (Q1872357) (← links)
- Dual formulation of second order target problems (Q1948690) (← links)
- Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions (Q2228209) (← links)
- Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs (Q2296085) (← links)
- A monotone scheme for high-dimensional fully nonlinear PDEs (Q2346082) (← links)
- Pathwise Taylor expansions for random fields on multiple dimensional paths (Q2348304) (← links)
- On well-posedness of forward-backward SDEs -- a unified approach (Q2354895) (← links)
- Dynamic equilibrium limit order book model and optimal execution problem (Q2356562) (← links)
- Optimal compensation with hidden action and lump-sum payment in a continuous-time model (Q2391249) (← links)
- On viscosity solutions of path dependent PDEs (Q2438749) (← links)
- Optimal compensation with adverse selection and dynamic actions (Q2459035) (← links)
- The wellposedness of FBSDEs (Q2471406) (← links)
- Time discretization and Markovian iteration for coupled FBSDEs (Q2476402) (← links)
- Representations and regularities for solutions to BSDEs with reflections (Q2485839) (← links)
- Weak solutions for forward-backward SDEs-a martingale problem approach (Q2519677) (← links)
- Representation of solutions to BSDEs associated with a degenerate FSDE (Q2572394) (← links)
- Zero-sum path-dependent stochastic differential games in weak formulation (Q2657913) (← links)
- (Q2738735) (← links)
- A complete representation theorem for <i>G</i>-martingales (Q2812014) (← links)
- Two Person Zero-Sum Game in Weak Formulation and Path Dependent Bellman--Isaacs Equation (Q2930950) (← links)
- The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options (Q3162604) (← links)
- Principal-Agent Problems with Exit Options (Q3398228) (← links)
- Rate of convergence of finite difference approximations for degenerate ordinary differential equations (Q3420231) (← links)
- Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs (Q4409042) (← links)
- Comparison of Viscosity Solutions of Fully Nonlinear Degenerate Parabolic Path-Dependent PDEs (Q4592862) (← links)
- Comparison of Viscosity Solutions of Semilinear Path-Dependent PDEs (Q5210850) (← links)
- Backward Stochastic Differential Equations (Q5270693) (← links)
- An Overview of Viscosity Solutions of Path-Dependent PDEs (Q5374169) (← links)
- Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients (Q5962606) (← links)
- Viscosity Solutions for Obstacle Problems on Wasserstein Space (Q6107859) (← links)
