Pages that link to "Item:Q5270693"

The following pages link to Backward Stochastic Differential Equations (Q5270693):

Displaying 50 items.

• Option valuation and hedging using an asymmetric risk function: asymptotic optimality through fully nonlinear partial differential equations (Q784734) (← links)
• Mean-field type games between two players driven by backward stochastic differential equations (Q1712157) (← links)
• Stochastic differential game in high frequency market (Q1737914) (← links)
• Weak differentiability of Wiener functionals and occupation times (Q1990962) (← links)
• Forward backward SDEs in weak formulation (Q2001569) (← links)
• The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (Q2038277) (← links)
• Stochastic ordering by \(g\)-expectations (Q2038280) (← links)
• Donsker-type theorem for BSDEs: rate of convergence (Q2040042) (← links)
• A unified approach to well-posedness of type-I backward stochastic Volterra integral equations (Q2042823) (← links)
• Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations (Q2045114) (← links)
• Small-time solvability of a flow of forward-backward stochastic differential equations (Q2045128) (← links)
• A Stackelberg game of backward stochastic differential equations with partial information (Q2070546) (← links)
• Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation (Q2073223) (← links)
• \( G\)-expectation approach to stochastic ordering (Q2085830) (← links)
• Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity (Q2087388) (← links)
• Optimal contracting under mean-volatility joint ambiguity uncertainties (Q2088616) (← links)
• Quadratic mean-field reflected BSDEs (Q2096186) (← links)
• Backward stochastic differential equations and backward stochastic Volterra integral equations with anticipating generators (Q2096193) (← links)
• Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps (Q2096949) (← links)
• On forward-backward stochastic differential equations in a domination-monotonicity framework (Q2115131) (← links)
• A characterization of solutions of quadratic BSDEs and a new approach to existence (Q2121079) (← links)
• Backward stochastic differential equations with regime-switching and sublinear expectations (Q2132537) (← links)
• A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for deep BSDE solver (Q2133701) (← links)
• Deep learning for constrained utility maximisation (Q2152236) (← links)
• Path dependent Feynman-Kac formula for forward backward stochastic Volterra integral equations (Q2155507) (← links)
• On the speed of convergence of Picard iterations of backward stochastic differential equations (Q2165738) (← links)
• Convergence of deep fictitious play for stochastic differential games (Q2170300) (← links)
• Martingale characterizations of risk-averse stochastic optimization problems (Q2189445) (← links)
• The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
• A robust Kalman-Bucy filtering problem (Q2208574) (← links)
• A Stackelberg game of backward stochastic differential equations with applications (Q2221216) (← links)
• Master equation for finite state mean field games with additive common noise (Q2223590) (← links)
• Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions (Q2228209) (← links)
• A modified MSA for stochastic control problems (Q2234329) (← links)
• Mixed linear quadratic stochastic differential leader-follower game with input constraint (Q2238958) (← links)
• Linear backward stochastic differential equations with Gaussian Volterra processes (Q2240074) (← links)
• Non-equivalence of stochastic optimal control problems with open and closed loop controls (Q2242892) (← links)
• On a class of reflected backward stochastic Volterra integral equations and related time-inconsistent optimal stopping problems (Q2242924) (← links)
• Extended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems (Q2245641) (← links)
• A non-linear parabolic PDE with a distributional coefficient and its applications to stochastic analysis (Q2272512) (← links)
• Backward stochastic Volterra integral equations -- representation of adapted solutions (Q2280018) (← links)
• Stochastic differential games: a sampling approach via FBSDEs (Q2280204) (← links)
• Optimal investment-consumption-insurance with partial information (Q2300968) (← links)
• A filtering problem with uncertainty in observation (Q2303939) (← links)
• An incomplete equilibrium with a stochastic annuity (Q2308176) (← links)
• Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs (Q2326984) (← links)
• Density estimates for the solutions of backward stochastic differential equations driven by Gaussian processes (Q2660165) (← links)
• A Fourier transform method for solving backward stochastic differential equations (Q2671235) (← links)
• Convergence of the deep BSDE method for FBSDEs with non-Lipschitz coefficients (Q2671654) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)