Multi-dimensional anticipated backward stochastic differential equations with quadratic growth
Fuente:
arXiv
Saved in:
| Main Authors: | Hu, Ying, Li, Feng, Wen, Jiaqiang |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Mean-field backward stochastic differential equations and nonlocal PDEs with quadratic growth
by: Hao, Tao, et al.
Published: (2022)
by: Hao, Tao, et al.
Published: (2022)
Mean-field backward stochastic Volterra integral equations: well-posedness and related particle system
by: Hao, Tao, et al.
Published: (2025)
by: Hao, Tao, et al.
Published: (2025)
Multivalued backward stochastic differential equations with jumps and moving boundary
by: Elmansouri, Badr, et al.
Published: (2025)
by: Elmansouri, Badr, et al.
Published: (2025)
Backward doubly stochastic differential equations with or without reflection under weak conditions
by: Gao, Shuxian, et al.
Published: (2026)
by: Gao, Shuxian, et al.
Published: (2026)
Large deviation principle for a backward stochastic differential equation driven by $G$-Brownian motion with subdifferential operator
by: Hima, Abdoulaye Soumana, et al.
Published: (2020)
by: Hima, Abdoulaye Soumana, et al.
Published: (2020)
Mean field stochastic differential equations with a diffusion coefficient with irregular distributional dependence
by: Nykänen, Jani
Published: (2025)
by: Nykänen, Jani
Published: (2025)
Density Analysis for coupled forward-backward SDEs with non-Lipschitz drifts and Applications
by: Pellat, Rhoss Likibi, et al.
Published: (2023)
by: Pellat, Rhoss Likibi, et al.
Published: (2023)
Quadratic Mean-Field BSDEs and Exponential Utility Maximization
by: Ding, Yining, et al.
Published: (2025)
by: Ding, Yining, et al.
Published: (2025)
Fully coupled forward-backward stochastic dynamics and functional differential systems
by: Casserini, Matteo, et al.
Published: (2011)
by: Casserini, Matteo, et al.
Published: (2011)
Backward problems for stochastic differential equations on the Sierpinski gasket
by: Liu, Xuan, et al.
Published: (2016)
by: Liu, Xuan, et al.
Published: (2016)
Strong solution of stochastic differential equations with discontinuous and unbounded coefficients
by: Hu, Yaozhong, et al.
Published: (2023)
by: Hu, Yaozhong, et al.
Published: (2023)
Large deviations for generalized backward stochastic differential equations
by: Liu, Yawen, et al.
Published: (2024)
by: Liu, Yawen, et al.
Published: (2024)
$\mathbb{L}^p$ $(p>1)$-solutions for BSDEs with jumps and stochastic monotone generator
by: Elmansouri, Badr, et al.
Published: (2025)
by: Elmansouri, Badr, et al.
Published: (2025)
A new numerical scheme for Itô stochastic differential equations based on Wick-type Wong-Zakai arguments
by: Lanconelli, Alberto, et al.
Published: (2024)
by: Lanconelli, Alberto, et al.
Published: (2024)
$\mathbb{L}^p$-solutions $(1 <p< 2)$ for reflected BSDEs with general jumps and stochastic monotone generators
by: Elmansouri, Badr, et al.
Published: (2025)
by: Elmansouri, Badr, et al.
Published: (2025)
$\mathbb{L}^p$-solutions for BSDEs and Reflected BSDEs with jumps in a general filtration under stochastic Lipschitz coefficient
by: Elmansouri, Badr
Published: (2025)
by: Elmansouri, Badr
Published: (2025)
Coupling of forward-backward stochastic differential equations on the Wiener space, and application on regularity
by: Zhou, Xilin
Published: (2025)
by: Zhou, Xilin
Published: (2025)
Forward-backward doubly stochastic differential equations with Poisson jumps in infinite dimensions
by: Al-Hussein, AbdulRahman
Published: (2024)
by: Al-Hussein, AbdulRahman
Published: (2024)
Exponential ergodicity of some Markov dynamical system with application to a Poisson driven stochastic differential equation
by: Czapla, Dawid, et al.
Published: (2018)
by: Czapla, Dawid, et al.
Published: (2018)
Time-Delayed Generalized BSDEs
by: Di Persio, Luca, et al.
Published: (2020)
by: Di Persio, Luca, et al.
Published: (2020)
Strong solutions of mean-field FBSDEs and their applications to multi-population mean-field games
by: Nam, Kihun, et al.
Published: (2024)
by: Nam, Kihun, et al.
Published: (2024)
Nonlinear weak error expansion of McKean-Vlasov stochastic differential equations
by: Jourdain, Benjamin, et al.
Published: (2025)
by: Jourdain, Benjamin, et al.
Published: (2025)
Malliavin Calculus for rough stochastic differential equations
by: Bugini, Fabio, et al.
Published: (2024)
by: Bugini, Fabio, et al.
Published: (2024)
Strong regularization by noise for a class of kinetic SDEs driven by symmetric α-stable processes
by: Lucertini, Giacomo, et al.
Published: (2024)
by: Lucertini, Giacomo, et al.
Published: (2024)
On well-posedness of stable-driven McKean-Vlasov stochastic differential equations with Besov interaction kernel of non-positive regularity
by: Bahrii, Anna
Published: (2025)
by: Bahrii, Anna
Published: (2025)
Malliavin calculus and densities for chaos-driven stochastic differential equations
by: Loosveldt, Laurent, et al.
Published: (2026)
by: Loosveldt, Laurent, et al.
Published: (2026)
Small noise asymptotic behaviors for path-dependent multivalued McKean-Vlasov stochastic differential equations
by: Ma, Ying, et al.
Published: (2026)
by: Ma, Ying, et al.
Published: (2026)
A McKean--Vlasov equation with positive feedback and blow-ups
by: Hambly, Ben, et al.
Published: (2018)
by: Hambly, Ben, et al.
Published: (2018)
Large deviation principle for stochastic differential equations driven by stochastic integrals
by: Takano, Ryoji
Published: (2024)
by: Takano, Ryoji
Published: (2024)
On sufficient conditions of transience for a stochastic differential equation with switching
by: Mosievich, Kirill
Published: (2022)
by: Mosievich, Kirill
Published: (2022)
$L^{α-1}$ distance between two one-dimensional stochastic differential equations with drift terms driven by a symmetric $α$-stable process
by: Nakagawa, Takuya
Published: (2025)
by: Nakagawa, Takuya
Published: (2025)
Rough stochastic differential equations
by: Friz, Peter K., et al.
Published: (2021)
by: Friz, Peter K., et al.
Published: (2021)
Heavy traffic limit with discontinuous coefficients via a non-standard semimartingale decomposition
by: Atar, Rami, et al.
Published: (2025)
by: Atar, Rami, et al.
Published: (2025)
Doubly Reflected BSDEs with default time under stochastic Lipschitz coefficients and Applications
by: Elmansouri, Badr, et al.
Published: (2025)
by: Elmansouri, Badr, et al.
Published: (2025)
On the Itô-Alekseev-Gröbner formula for stochastic differential equations
by: Hudde, Anselm, et al.
Published: (2018)
by: Hudde, Anselm, et al.
Published: (2018)
Mean reflected Mckean-Vlasov stochastic differential equation
by: Hong, Shaopeng, et al.
Published: (2023)
by: Hong, Shaopeng, et al.
Published: (2023)
$\mathbb{L}^p$-solution of generalized BSDEs in a general filtration with stochastic monotone coefficients
by: Elmansouri, Badr, et al.
Published: (2025)
by: Elmansouri, Badr, et al.
Published: (2025)
Probabilistic representation of parabolic stochastic variational inequality with Dirichlet-Neumann boundary and variational generalized backward doubly stochastic differential equations
by: Ren, Yong, et al.
Published: (2021)
by: Ren, Yong, et al.
Published: (2021)
The Yamada-Watanabe Theorem for mild solutions to stochastic partial differential equations
by: Tappe, Stefan
Published: (2019)
by: Tappe, Stefan
Published: (2019)
Integrability properties and stochastic McKean-Vlasov dynamics with singular Lennard-Jones drift: a mesoscale regularization
by: Greco, Ernesto M., et al.
Published: (2026)
by: Greco, Ernesto M., et al.
Published: (2026)
Similar Items
-
Mean-field backward stochastic differential equations and nonlocal PDEs with quadratic growth
by: Hao, Tao, et al.
Published: (2022) -
Mean-field backward stochastic Volterra integral equations: well-posedness and related particle system
by: Hao, Tao, et al.
Published: (2025) -
Multivalued backward stochastic differential equations with jumps and moving boundary
by: Elmansouri, Badr, et al.
Published: (2025) -
Backward doubly stochastic differential equations with or without reflection under weak conditions
by: Gao, Shuxian, et al.
Published: (2026) -
Large deviation principle for a backward stochastic differential equation driven by $G$-Brownian motion with subdifferential operator
by: Hima, Abdoulaye Soumana, et al.
Published: (2020)