The following pages link to (Q4453266):
Displayed 15 items.
- Control of McKean-Vlasov dynamics versus mean field games (Q356473) (← links)
- Pseudo linear pricing rule for utility indifference valuation (Q457184) (← links)
- A semi-linear backward parabolic Cauchy problem with unbounded coefficients of Hamilton-Jacobi-Bellman type and applications to optimal control (Q496116) (← links)
- On weak solutions of forward-backward SDEs (Q662818) (← links)
- Martingale problems for some degenerate Kolmogorov equations (Q681984) (← links)
- Krylov and Safonov estimates for degenerate quasilinear elliptic PDEs (Q846976) (← links)
- Weak existence and uniqueness for forward-backward SDEs (Q860697) (← links)
- An integration by parts type formula for stopping times and its application (Q1707041) (← links)
- A class of globally solvable Markovian quadratic BSDE systems and applications (Q1747757) (← links)
- Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients. (Q1889783) (← links)
- Backward stochastic differential equations associated with the vorticity equations (Q2253207) (← links)
- A forward-backward stochastic algorithm for quasi-linear PDEs (Q2494576) (← links)
- Weak solutions for forward-backward SDEs-a martingale problem approach (Q2519677) (← links)
- A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk (Q2796752) (← links)
- Forward-backward SDEs with discontinuous coefficients (Q4639169) (← links)