The following pages link to (Q4357500):
Displaying 50 items.
- Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control (Q303970) (← links)
- Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs (Q373548) (← links)
- BSDEs under partial information and financial applications (Q402719) (← links)
- Representing filtration consistent nonlinear expectations as \(g\)-expectations in general probability spaces (Q424490) (← links)
- A BSDE approach to stochastic differential games with incomplete information (Q424510) (← links)
- A note on the reflected backward stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition (Q426974) (← links)
- A general non-existence result for linear BSDEs driven by Gaussian processes (Q516011) (← links)
- A stochastic Fubini theorem: BSDE method (Q523887) (← links)
- Backward doubly stochastic differential equations with weak assumptions on the coefficients (Q548009) (← links)
- On the orthogonal component of BSDEs in a Markovian setting (Q654493) (← links)
- 44th seminar on probability. Including papers from the `Journées de Probabilités', Dijon, France, June 2010 (Q660368) (← links)
- Density analysis of non-Markovian BSDEs and applications to biology and finance (Q681991) (← links)
- Existence, uniqueness and comparisons for BSDEs in general spaces (Q690880) (← links)
- Viscosity solutions of path-dependent integro-differential equations (Q737174) (← links)
- Backward SDEs driven by Gaussian processes (Q740188) (← links)
- On measure solutions of backward stochastic differential equations (Q841478) (← links)
- Harmonic analysis of stochastic equations and backward stochastic differential equations (Q843710) (← links)
- A general theory of finite state backward stochastic difference equations (Q963031) (← links)
- Backward doubly stochastic differential equations with discontinuous coefficients (Q1012223) (← links)
- A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations (Q1635964) (← links)
- The general relaxed control problem of fully coupled forward-backward doubly system (Q1696987) (← links)
- Double barrier reflected BSDEs with stochastic Lipschitz coefficient (Q1697203) (← links)
- Special weak Dirichlet processes and BSDEs driven by a random measure (Q1708976) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- Stochastic optimal control of finite ensembles of nanomagnets (Q1742673) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- On the robustness of backward stochastic differential equations. (Q1766046) (← links)
- Backward doubly SDEs with continuous and stochastic linear growth coefficients (Q1787199) (← links)
- Forward backward SDEs in weak formulation (Q2001569) (← links)
- Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations (Q2004608) (← links)
- Optimal stopping of marked point processes and reflected backward stochastic differential equations (Q2041000) (← links)
- American options in nonlinear markets (Q2042845) (← links)
- BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets (Q2044135) (← links)
- On generalized reflected BSDEs with Rcll obstacle (Q2088569) (← links)
- Optimal control for stochastic Volterra equations with multiplicative Lévy noise (Q2179109) (← links)
- \(L^p (p > 1)\) solutions of BSDEs with generators satisfying some non-uniform conditions in \(t\) and \(\omega\) (Q2181711) (← links)
- Backward doubly stochastic Volterra integral equations and their applications (Q2189775) (← links)
- Second order backward SDE with random terminal time (Q2201514) (← links)
- Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach (Q2238894) (← links)
- Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem (Q2271730) (← links)
- Two fixed point theorems in complete random normed modules and their applications to backward stochastic equations (Q2287243) (← links)
- Arbitrage-free pricing of derivatives in nonlinear market models (Q2296111) (← links)
- Representation theorems for generators of BSDEs and the extended \(g\)-expectations in probability spaces with general filtration (Q2308363) (← links)
- Backward doubly stochastic differential equations with stochastic Lipschitz condition (Q2339527) (← links)
- \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps (Q2408993) (← links)
- On stochastic optimal control in ferromagnetism (Q2423381) (← links)
- Differentiability of quadratic BSDEs generated by continuous martingales (Q2428052) (← links)
- Second order backward stochastic differential equations with quadratic growth (Q2447731) (← links)
- Reflected backward doubly stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition (Q2449229) (← links)
- Solvability of backward stochastic differential equations with quadratic growth (Q2476890) (← links)
