The following pages link to Tianyang Nie (Q331355):
Displayed 28 items.
- A BSDE approach to fair bilateral pricing under endogenous collateralization (Q331356) (← links)
- Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection (Q402722) (← links)
- American options in nonlinear markets (Q2042845) (← links)
- The stochastic maximum principle for relaxed control problem with regime-switching (Q2107625) (← links)
- Maximum principle for general partial information nonzero sum stochastic differential games and applications (Q2150665) (← links)
- Maximum principle for discrete-time stochastic control problem of mean-field type (Q2166009) (← links)
- Fractional backward stochastic differential equations and fractional backward variational inequalities (Q2346984) (← links)
- Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality (Q2515304) (← links)
- Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales (Q2671650) (← links)
- Generalized Hamilton--Jacobi--Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem (Q2796108) (← links)
- BSDEs Driven by Multidimensional Martingales and Their Applications to Markets with Funding Costs (Q3178727) (← links)
- (Q3180923) (← links)
- FAIR BILATERAL PRICES IN BERGMAN’S MODEL WITH EXOGENOUS COLLATERALIZATION (Q3460683) (← links)
- Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints (Q4578001) (← links)
- Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case (Q4588839) (← links)
- Fair bilateral pricing under funding costs and exogenous collateralization (Q4642734) (← links)
- Deterministic characterization of viability for stochastic differential equation driven by fractional Brownian motion (Q4910989) (← links)
- Reflected and doubly reflected BSDEs driven by RCLL martingales (Q5038443) (← links)
- Extended mean-field control problem with partial observation (Q5066565) (← links)
- A stochastic approach to a new type of parabolic variational inequalities (Q5265795) (← links)
- A maximum principle for discrete-time stochastic optimal control problemE20 with delay (Q6069653) (← links)
- Linear-quadratic delayed mean-field social optimization (Q6142536) (← links)
- Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach (Q6173819) (← links)
- Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem (Q6174064) (← links)
- Direct and inverse images for fractional stochastic tangent sets and applications (Q6218888) (← links)
- Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in Local Case (Q6271278) (← links)
- Existence, uniqueness and strict comparison theorems for backward stochastic differential equations driven by RCLL martingales (Q6362966) (← links)
- Incomplete Information Linear-Quadratic Mean-Field Games and Related Riccati Equations (Q6442413) (← links)