Pages that link to "Item:Q674053"
From MaRDI portal
The following pages link to Zero-sum stochastic differential games and backward equations (Q674053):
Displayed 45 items.
- A BSDE approach to stochastic differential games with incomplete information (Q424510) (← links)
- Doubly reflected BSDEs driven by a Lévy process (Q425969) (← links)
- Reflected solutions of generalized anticipated BSDEs and application to reflected BSDEs with functional barrier (Q426712) (← links)
- Reflected backward stochastic differential equations with time delayed generators (Q433591) (← links)
- A maximum principle for partially observed optimal control of forward-backward stochastic control systems (Q543062) (← links)
- General existence results for reflected BSDE and BSDE (Q554228) (← links)
- Stochastic representation for solutions of Isaacs' type integral-partial differential equations (Q645592) (← links)
- Filtration consistent nonlinear expectations and evaluations of contingent claims (Q705074) (← links)
- A class of backward doubly stochastic differential equations with non-Lipschitz coefficients (Q734712) (← links)
- Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers (Q839520) (← links)
- Reflected BSDE driven by a Lévy process (Q842401) (← links)
- Backward representation of Markov jump processes and related problems. I. Optimal linear estimation (Q885730) (← links)
- Generalized BSDE driven by a Lévy process (Q937479) (← links)
- BSDE driven by a simple Lévy process with continuous coefficient (Q945456) (← links)
- On solutions of backward stochastic Volterra integral equations with jumps in Hilbert spaces (Q963654) (← links)
- Backward doubly stochastic differential equations with discontinuous coefficients (Q1012223) (← links)
- Reflected solutions of backward SDE's, and related obstacle problems for PDE's (Q1356364) (← links)
- Reflected solutions of backward stochastic differential equations with continuous coefficient (Q1365170) (← links)
- Reflected BSDEs and mixed game problem (Q1613587) (← links)
- BSDEs with random default time and related zero-sum stochastic differential games (Q2269672) (← links)
- Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs (Q2272015) (← links)
- Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes (Q2378265) (← links)
- Reflected backward stochastic differential equation with jumps and RCLL obstacle (Q2378594) (← links)
- Approximation scheme for solutions of backward stochastic differential equations via the representation theorem (Q2469438) (← links)
- The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk (Q2481788) (← links)
- Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient (Q2485475) (← links)
- An approximation result for a nonlinear Neumann boundary value problem via BSDEs (Q2485812) (← links)
- Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator (Q2498190) (← links)
- Singular control of stochastic linear systems with recursive utility (Q2503568) (← links)
- Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations (Q2507598) (← links)
- BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. (Q2574593) (← links)
- Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition (Q2654210) (← links)
- Lp -solution of reflected generalized BSDEs with non-Lipschitz coefficients (Q3077699) (← links)
- On derivatives with illiquid underlying and market manipulation (Q3088325) (← links)
- Homogenization of reflected semilinear PDEs with nonlinear Neumann boundary condition (Q3103222) (← links)
- <i>L</i><sup><i>p</i></sup>-Solutions for Doubly Reflected Backward Stochastic Differential Equations (Q3114564) (← links)
- Limit theorems for BSDE with local time applications to non-linear PDE (Q3148778) (← links)
- Homogenization of Multivalued Partial Differential Equations via Reflected Backward Stochastic Differential Equations (Q4450716) (← links)
- Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications (Q4678748) (← links)
- A CLASS OF TWO-PARAMETER BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A BROWNIAN SHEET (Q4796584) (← links)
- Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient (Q4826126) (← links)
- Generalized BSDE with two reflecting barriers (Q5324871) (← links)
- L<sup>p</sup>-SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS (Q5389121) (← links)
- Approximation Scheme for Solutions of BSDEs with Two Reflecting Barriers (Q5443465) (← links)
- REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS (Q5851002) (← links)