The following pages link to (Q4263364):
Displaying 50 items.
- Backward doubly stochastic differential equations with polynomial growth coefficients (Q255492) (← links)
- A stochastic maximum principle with dissipativity conditions (Q255511) (← links)
- The existence and uniqueness of the solution for nonlinear elliptic equations in Hilbert spaces (Q265124) (← links)
- Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions (Q265654) (← links)
- On the stability theorem of \(L^{p}\) solutions for multidimensional BSDEs with uniform continuity generators in \(z\) (Q292946) (← links)
- Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces (Q315757) (← links)
- Reflected generalized BSDEs with random time and applications (Q380746) (← links)
- Multidimensional BSDEs with weak monotonicity and general growth generators (Q381059) (← links)
- Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type (Q382148) (← links)
- Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time (Q388138) (← links)
- Doubly reflected BSDEs driven by a Lévy process (Q425969) (← links)
- On backward stochastic differential equations and strict local martingales (Q429279) (← links)
- Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients (Q430972) (← links)
- Reflected backward stochastic differential equations with time delayed generators (Q433591) (← links)
- BSDEs with polynomial growth generators in a defaultable market (Q488680) (← links)
- \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators (Q495173) (← links)
- Consumption-investment optimization with Epstein-Zin utility in incomplete markets (Q503396) (← links)
- Stochastic partial differential equations with singular terminal condition (Q511132) (← links)
- Averaging for BSDEs with null recurrent fast component. Application to homogenization in a non periodic media (Q516020) (← links)
- Existence of optimal controls for systems driven by FBSDEs (Q539918) (← links)
- BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs (Q550005) (← links)
- One-dimensional BSDEs with finite and infinite time horizons (Q550145) (← links)
- Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes (Q558663) (← links)
- Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation (Q607277) (← links)
- Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989) (← links)
- Smooth solutions to portfolio liquidation problems under price-sensitive market impact (Q681996) (← links)
- \(\mathbb L^p\) solutions of reflected BSDEs under monotonicity condition (Q713208) (← links)
- The existence and uniqueness of the solution for nonlinear Kolmogorov equations (Q713330) (← links)
- On homogenization of space-time dependent and degenerate random flows. II (Q731692) (← links)
- SPDIEs and BSDEs driven by Lévy processes and countable Brownian motions (Q739898) (← links)
- Time discretization of FBSDE with polynomial growth drivers and reaction-diffusion PDEs (Q748315) (← links)
- Uniqueness result for the BSDE whose generator is monotonic in \(y\) and uniformly continuous in \(z\) (Q847111) (← links)
- Backward stochastic differential equations with singular terminal condition (Q860713) (← links)
- Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity (Q877723) (← links)
- Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators (Q899624) (← links)
- Mean-field backward stochastic differential equations with subdifferential operator and its applications (Q900533) (← links)
- On the continuity of the probabilistic representation of a semilinear Neumann-Dirichlet problem (Q901303) (← links)
- Backward stochastic differential equations with reflection and weak assumptions on the coefficients (Q927921) (← links)
- Quadratic BSDEs with convex generators and unbounded terminal conditions (Q929376) (← links)
- Generalized BSDE driven by a Lévy process (Q937479) (← links)
- Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators (Q946220) (← links)
- On solutions of a class of infinite horizon FBSDEs (Q951188) (← links)
- Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs (Q976185) (← links)
- Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators (Q984691) (← links)
- Infinite horizon BSDEs with dissipative coefficients in Hilbert spaces and applications (Q1022975) (← links)
- Homogenization of periodic semilinear parabolic degenerate PDEs (Q1030150) (← links)
- Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient (Q1565878) (← links)
- Convergence of BSDEs and homogenization of semilinear variational inequalities in a convex domain (Q1612753) (← links)
- Reflected backward stochastic differential equations with perturbations (Q1661037) (← links)
- Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information (Q1663007) (← links)
