The following pages link to Rainer Buckdahn (Q378338):
Displaying 50 items.
- BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness (Q358147) (← links)
- Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies (Q378340) (← links)
- Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition (Q400582) (← links)
- Probabilistic interpretation of a coupled system of Hamilton-Jacobi-Bellman equations (Q423422) (← links)
- Quadratic reflected BSDEs with unbounded obstacles (Q424464) (← links)
- Reflected solutions of generalized anticipated BSDEs and application to reflected BSDEs with functional barrier (Q426712) (← links)
- A note on the reflected backward stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition (Q426974) (← links)
- Pathwise Taylor expansions for Itô random fields (Q427951) (← links)
- On backward stochastic differential equations and strict local martingales (Q429279) (← links)
- Peng's maximum principle for a stochastic control problem driven by a fractional and a standard Brownian motion (Q477274) (← links)
- (Q496711) (redirect page) (← links)
- On representation formulas for long run averaging optimal control problem (Q496712) (← links)
- Stochastic variational inequalities on non-convex domains (Q499539) (← links)
- A stochastic maximum principle for general mean-field systems (Q520349) (← links)
- Differential games with asymmetric information and without Isaacs' condition (Q524959) (← links)
- Stochastic optimal control and linear programming approach (Q535338) (← links)
- Stochastic representations of derivatives of solutions of one-dimensional parabolic variational inequalities with Neumann boundary conditions (Q537129) (← links)
- Stochastic Chaplygin systems (Q540820) (← links)
- Some recent aspects of differential game theory (Q545655) (← links)
- Harnack and HWI inequalities on infinite-dimensional spaces (Q546373) (← links)
- General existence results for reflected BSDE and BSDE (Q554228) (← links)
- Lipschitz continuity and semiconcavity properties of the value function of a stochastic control problem (Q607778) (← links)
- Inf-convolution of \(G\)-expectations (Q625814) (← links)
- A (rough) pathwise approach to a class of non-linear stochastic partial differential equations (Q631661) (← links)
- Stochastic representation for solutions of Isaacs' type integral-partial differential equations (Q645592) (← links)
- A general stochastic maximum principle for SDEs of mean-field type (Q649117) (← links)
- Semilinear backward doubly stochastic differential equations and SPDEs driven by fractional Brownian motion with Hurst parameter in \((0,1/2)\) (Q653654) (← links)
- Reflected BSDEs and the obstacle problem for semilinear PDEs in divergence form (Q655320) (← links)
- Malliavin calculus for backward stochastic differential equations and application to numerical solutions (Q657705) (← links)
- Anticipating stochastic differential equations: Regularity of the law (Q677474) (← links)
- Existence and continuity of occupation densities of stochastic integral processes (Q686784) (← links)
- Mean-field backward stochastic differential equations and related partial differential equations (Q734629) (← links)
- Existence of asymptotic values for nonexpansive stochastic control systems (Q741140) (← links)
- Anticipative Girsanov transformations (Q756276) (← links)
- Properties of minimal mathematical expectations (Q812740) (← links)
- Mean-field backward stochastic differential equations: A limit approach (Q838008) (← links)
- Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers (Q839520) (← links)
- On measure solutions of backward stochastic differential equations (Q841478) (← links)
- Stationary distributions for diffusions with inert drift (Q843701) (← links)
- Harmonic analysis of stochastic equations and backward stochastic differential equations (Q843710) (← links)
- Limit theorem for controlled backward SDEs and homogenization of Hamilton-Jacobi-Bellman equations (Q849851) (← links)
- Duality theorem for the stochastic optimal control problem (Q860701) (← links)
- Backward stochastic differential equations with singular terminal condition (Q860713) (← links)
- The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications (Q936592) (← links)
- Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients (Q946222) (← links)
- Martingale characterization of \(G\)-Brownian motion (Q1001847) (← links)
- Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise (Q1009668) (← links)
- On limiting values of stochastic differential equations with small noise intensity tending to zero (Q1017648) (← links)
- Viability property on Riemannian manifolds (Q1046551) (← links)
- (Q1124995) (redirect page) (← links)
