Pages that link to "Item:Q3445514"
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The following pages link to Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs (Q3445514):
Displayed 11 items.
- Wellposedness of second order backward SDEs (Q438976) (← links)
- Martingale representation theorem for the \(G\)-expectation (Q550131) (← links)
- Stopping times and related Itô's calculus with \(G\)-Brownian motion (Q550162) (← links)
- A probabilistic numerical method for fully nonlinear parabolic PDEs (Q640058) (← links)
- Option hedging for small investors under liquidity costs (Q650751) (← links)
- Weak approximation of \(G\)-expectations (Q665446) (← links)
- Backward stochastic dynamics on a filtered probability space (Q717884) (← links)
- Backward SDEs with superquadratic growth (Q718880) (← links)
- On a Forward-backward Stochastic System Associated to the Burgers Equation (Q2909973) (← links)
- A deterministic-control-based approach to fully nonlinear parabolic and elliptic equations (Q3588801) (← links)
- Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356) (← links)