Pages that link to "Item:Q2873147"

The following pages link to An Exact Connection between Two Solvable SDEs and a Nonlinear Utility Stochastic PDE (Q2873147):

Displaying 24 items.

• Stochastic partial differential equations with singular terminal condition (Q511132) (← links)
• Dynamic approaches for some time-inconsistent optimization problems (Q1704140) (← links)
• An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior (Q1711728) (← links)
• Convergence rate of strong approximations of compound random maps, application to SPDEs (Q1756890) (← links)
• Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes (Q2022765) (← links)
• Horizon-unbiased investment with ambiguity (Q2191465) (← links)
• Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem (Q2211346) (← links)
• Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979) (← links)
• Asymptotic Analysis of Forward Performance Processes in Incomplete Markets and Their Ill-Posed HJB Equations (Q2819095) (← links)
• Optimal Contract for a Fund Manager with Capital Injections and Endogenous Trading Constraints (Q4971978) (← links)
• Recover Dynamic Utility from Observable Process: Application to the Economic Equilibrium (Q4987714) (← links)
• MIXTURE OF CONSISTENT STOCHASTIC UTILITIES AND <i>A PRIORI</i> RANDOMNESS (Q4990917) (← links)
• Competition in Fund Management and Forward Relative Performance Criteria (Q5045200) (← links)
• DYNAMIC UTILITY AND RELATED NONLINEAR SPDES DRIVEN BY LÉVY NOISE (Q5066295) (← links)
• Consistent utility of investment and consumption: a forward/backward SPDE viewpoint (Q5086452) (← links)
• Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players (Q5097219) (← links)
• Black's Inverse Investment Problem and Forward Criteria with Consumption (Q5112733) (← links)
• Predictable Forward Performance Processes: The Binomial Case (Q5212015) (← links)
• Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE (Q5280241) (← links)
• On Regularity of Primal and Dual Dynamic Value Functions Related to Investment Problems and Their Representations as Backward Stochastic PDE Solutions (Q5280245) (← links)
• Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion (Q6054362) (← links)
• Itô-Wentzell-Lions formula for measure dependent random fields under full and conditional measure flows (Q6072423) (← links)
• Predictable forward performance processes: Infrequent evaluation and applications to human‐machine interactions (Q6146692) (← links)
• Optimal investment in defined contribution pension schemes with forward utility preferences (Q6152716) (← links)