:: Library Catalog

Image de couverture de livre

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Li, Hanwu, Zhang, Huilin, Zhang, Kuan
Format:	Preprint
Publié:	2024
Sujets:	Probability
Accès en ligne:	https://arxiv.org/abs/2407.17898
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Backward stochastic differential equations with nonlinear Young drivers II
par: Song, Jian, et autres
Publié: (2025)

Backward stochastic differential equations with nonlinear Young drivers I
par: Song, Jian, et autres
Publié: (2025)

Randomisation of rough stochastic differential equations
par: Friz, Peter K., et autres
Publié: (2025)

Backward Stochastic Differential Equations with Nonlinear Expectation Reflection
par: Li, Hanwu
Publié: (2025)

Conditional Reflected Backward Stochastic Differential Equations with Two Barriers
par: Li, Hanwu
Publié: (2026)

Propagation of Chaos for Mean-field Mean Reflected Backward Stochastic Differential Equations
par: Li, Hanwu
Publié: (2026)

Reflected Stochastic Differential Equations Driven by G-Brownian Motion with Nonlinear Constraints
par: Li, Hanwu
Publié: (2026)

Conditional Expectation Backward Stochastic Differential Equations and Related Backward Stochastic Differential Equations with Conditional Reflection
par: Li, Hanwu
Publié: (2025)

Large deviations for generalized backward stochastic differential equations
par: Liu, Yawen, et autres
Publié: (2024)

Mean Field Backward Stochastic Differential Equations with Double Mean Reflections
par: Li, Hanwu, et autres
Publié: (2025)

RNN-BSDE method for high-dimensional fractional backward stochastic differential equations with Wick-Itô integrals
par: Cai, Chunhao, et autres
Publié: (2024)

Mean-Field Backward Stochastic Differential Equations with Nonlinear Resistance and Double Mean Reflections
par: Li, Hanwu, et autres
Publié: (2026)

Mean Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Double Constraints
par: He, Wei, et autres
Publié: (2024)

Anticipated backward stochastic Volterra integral equations and their applications to nonzero-sum stochastic differential games
par: Yang, Bixuan, et autres
Publié: (2025)

Doubly Reflected Backward SDEs Driven by G-Brownian Motions and Fully Nonlinear PDEs with Double Obstacles
par: Li, Hanwu, et autres
Publié: (2020)

Pontryagin Maximum Principle for rough stochastic systems and pathwise stochastic control
par: Horst, Ulrich, et autres
Publié: (2025)

Multi-dimensional anticipated backward stochastic differential equations with quadratic growth
par: Hu, Ying, et autres
Publié: (2025)

Multi-dimensional non-Markovian backward stochastic differential equations of interactively quadratic generators
par: Fan, Shengjun, et autres
Publié: (2024)

1D nonlinear backward stochastic differential equations: a unified theory and applications
par: Fan, Shengjun, et autres
Publié: (2023)

Infinite horizon quadratic backward stochastic differential equations driven by $G$-Brownian motion
par: Lin, Yiqing, et autres
Publié: (2025)

Doubly Reflected Backward SDEs Driven by $G$-Brownian Motion with Quadratic Generator
par: Li, Hanwu, et autres
Publié: (2026)

Reflected stochastic partial differential equations with fully local monotone coefficients in infinite dimensional domains
par: Li, Qi, et autres
Publié: (2026)

Stochastic Differential Equations Driven by G-Brownian Motion with Mean Reflections
par: Li, Hanwu, et autres
Publié: (2023)

Controlled rough SDEs, pathwise stochastic control and dynamic programming principles
par: Friz, Peter K., et autres
Publié: (2024)

Forward-backward doubly stochastic differential equations with Poisson jumps in infinite dimensions
par: Al-Hussein, AbdulRahman
Publié: (2024)

Mean-field backward stochastic differential equations and nonlocal PDEs with quadratic growth
par: Hao, Tao, et autres
Publié: (2022)

Multivalued backward stochastic differential equations with jumps and moving boundary
par: Elmansouri, Badr, et autres
Publié: (2025)

Coupled forward-backward stochastic differential equations with jumps in random environments
par: Hernández-Hernández, Daniel, et autres
Publié: (2023)

Malliavin Calculus for rough stochastic differential equations
par: Bugini, Fabio, et autres
Publié: (2024)

Linear reflected backward stochastic differential equations arising from vulnerable claims in markets with random horizon
par: Choulli, T., et autres
Publié: (2024)

McKean-Vlasov forward-backward doubly stochastic differential equations and applications to stochastic control
par: Al-Hussein, AbdulRahman, et autres
Publié: (2024)

Coupling of forward-backward stochastic differential equations on the Wiener space, and application on regularity
par: Zhou, Xilin
Publié: (2025)

Propagation of chaos for doubly mean reflected BSDEs
par: Li, Hanwu, et autres
Publié: (2024)

Mean-field BSDEs with non-Lipschitz coefficients and double mean reflections
par: Hanwu, Li, et autres
Publié: (2025)

Multi-dimensional reflected BSDEs driven by $G$-Brownian motion with diagonal generators
par: Li, Hanwu, et autres
Publié: (2021)

Reflected Mckean-Vlasov stochastic differential equations with jumps in time-dependent domains
par: Jarni, Imane, et autres
Publié: (2024)

Regularization by noise for rough differential equations driven by Gaussian rough paths
par: Catellier, Rémi, et autres
Publié: (2022)

Probabilistic representation of parabolic stochastic variational inequality with Dirichlet-Neumann boundary and variational generalized backward doubly stochastic differential equations
par: Ren, Yong, et autres
Publié: (2021)

Invariant submanifolds for solutions to rough differential equations
par: Tappe, Stefan
Publié: (2024)

Unbounded rough drivers, rough PDEs and applications
par: Hocquet, Antoine, et autres
Publié: (2025)