Pages that link to "Item:Q2761878"
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The following pages link to Backward stochastic differential equations with locally Lipschitz coefficient (Q2761878):
Displayed 34 items.
- Stochastic optimal control and BSDEs with logarithmic growth (Q452075) (← 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)
- General existence results for reflected BSDE and BSDE (Q554228) (← links)
- Uniqueness result for the BSDE whose generator is monotonic in \(y\) and uniformly continuous in \(z\) (Q847111) (← links)
- Generalized BSDE driven by a Lévy process (Q937479) (← links)
- Multidimensional BSDE with super-linear growth coefficient: application to degenerate systems of semilinear PDEs (Q984690) (← links)
- Some uniqueness results for one-dimensional BSDEs with uniformly continuous coefficients (Q1004256) (← links)
- Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient (Q1565878) (← links)
- One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators (Q1721897) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- Analysis of a stochastic IVGTT glucose-insulin model with time delay (Q2050020) (← links)
- BSDEs with logarithmic growth driven by Brownian motion and Poisson random measure and connection to stochastic control problem (Q2054942) (← links)
- \(L^p (p > 1)\) solutions of BSDEs with generators satisfying some non-uniform conditions in \(t\) and \(\omega\) (Q2181711) (← links)
- BSDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients (Q2235973) (← links)
- Anticipated backward stochastic differential equations with jumps under the non-Lipschitz condition (Q2251710) (← links)
- The adapted solutions and comparison theorem for anticipated backward stochastic differential equations with Poisson jumps under the weak conditions (Q2405913) (← links)
- Probabilistic approach to homogenization of a non-divergence form semilinear PDE with non-periodic coefficients (Q2453522) (← links)
- Averaging principle for backward stochastic differential equations (Q2662996) (← links)
- Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs (Q2685909) (← links)
- Fractional backward SDEs with locally monotone coefficient and application to PDEs (Q2692942) (← links)
- Multidimensional quadratic and subquadratic BSDEs with special structure (Q2804014) (← links)
- Anticipated Backward Stochastic Differential Equation with Reflection (Q2816697) (← links)
- Backward doubly SDEs and SPDEs with superlinear growth generators (Q2951892) (← links)
- Existence and Uniqueness of Multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator (Q3451748) (← links)
- NON-LIPSCHITZ BACKWARD STOCHASTIC VOLTERRA TYPE EQUATIONS WITH JUMPS (Q3502915) (← links)
- One dimensional BSDEs with logarithmic growth application to PDEs (Q4584686) (← links)
- Backward stochastic differential equations with unbounded generators (Q4630519) (← links)
- REFLECTED BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS WITH TIME DELAYED GENERATORS (Q4639467) (← links)
- A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
- L<sup>p</sup> (p ≥ 1) solutions of multidimensional BSDEs with monotone generators in general time intervals (Q5496371) (← links)
- Anticipated backward stochastic differential equations with non-Lipschitz coefficients (Q5891561) (← links)
- Anticipated backward stochastic differential equations with non-Lipschitz coefficients (Q5896881) (← links)
- Anticipated BSDEs with reflection in convex region (Q6170738) (← links)