Pages that link to "Item:Q929376"
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The following pages link to Quadratic BSDEs with convex generators and unbounded terminal conditions (Q929376):
Displayed 42 items.
- Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs (Q373548) (← links)
- Multidimensional BSDEs with weak monotonicity and general growth generators (Q381059) (← links)
- Quadratic reflected BSDEs with unbounded obstacles (Q424464) (← links)
- Existence, minimality and approximation of solutions to BSDEs with convex drivers (Q424485) (← links)
- BSDEs in utility maximization with BMO market price of risk (Q429302) (← links)
- Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition (Q444352) (← links)
- On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions (Q537139) (← links)
- Convex Hamilton-Jacobi equations under superlinear growth conditions on data (Q538471) (← links)
- Existence and uniqueness result for a backward stochastic differential equation whose generator is Lipschitz continuous in \(y\) and uniformly continuous in \(z\) (Q545561) (← links)
- Optimal stopping for non-linear expectations. II (Q550130) (← links)
- One-dimensional BSDEs with finite and infinite time horizons (Q550145) (← links)
- General existence results for reflected BSDE and BSDE (Q554228) (← links)
- A generalized existence theorem of backward doubly stochastic differential equations (Q606303) (← links)
- Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation (Q607277) (← links)
- A class of BSDE with integrable parameters (Q613205) (← links)
- Numerical simulation of BSDEs with drivers of quadratic growth (Q655587) (← links)
- 44th seminar on probability. Including papers from the `Journées de Probabilités', Dijon, France, June 2010 (Q660368) (← links)
- A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes (Q708289) (← links)
- Backward stochastic dynamics on a filtered probability space (Q717884) (← links)
- Backward SDEs with superquadratic growth (Q718880) (← links)
- Convexity bounds for BSDE solutions, with applications to indifference valuation (Q718884) (← links)
- A class of backward doubly stochastic differential equations with non-Lipschitz coefficients (Q734712) (← links)
- On measure solutions of backward stochastic differential equations (Q841478) (← links)
- Harmonic analysis of stochastic equations and backward stochastic differential equations (Q843710) (← links)
- Uniqueness result for the BSDE whose generator is monotonic in \(y\) and uniformly continuous in \(z\) (Q847111) (← links)
- Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations (Q947150) (← links)
- Finite and infinite time interval BSDEs with non-Lipschitz coefficients (Q973176) (← links)
- Some uniqueness results for one-dimensional BSDEs with uniformly continuous coefficients (Q1004256) (← links)
- On securitization, market completion and equilibrium risk transfer (Q1932526) (← links)
- A financial market with interacting investors: does an equilibrium exist? (Q1932546) (← links)
- The Bellman equation for power utility maximization with semimartingales (Q2428054) (← links)
- A generalized comparison theorem for BSDEs and its applications (Q2428525) (← links)
- A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations (Q2431046) (← links)
- Minimal supersolutions of convex BSDEs (Q2434909) (← links)
- A simple constructive approach to quadratic BSDEs with or without delay (Q2447694) (← links)
- Second order backward stochastic differential equations with quadratic growth (Q2447731) (← links)
- Some results on general quadratic reflected BSDEs driven by a continuous martingale (Q2637208) (← links)
- SOLVABILITY AND NUMERICAL SIMULATION OF BSDEs RELATED TO BSPDEs WITH APPLICATIONS TO UTILITY MAXIMIZATION (Q3094326) (← links)
- <i>L</i><sup><i>p</i></sup>solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients (Q3145069) (← links)
- OPTIMAL CONSUMPTION AND INVESTMENT IN INCOMPLETE MARKETS WITH GENERAL CONSTRAINTS (Q3173989) (← links)
- <i>L</i><sup><i>p</i></sup>Solutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients (Q4932833) (← links)
- Convergence results for the indifference value based on the stability of BSDEs (Q5411914) (← links)