Backward Stochastic Differential Equations - Probability Theory and Stochastic Modelling
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Published By Springer New York

9781493972548, 9781493972562

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Stochastic Differential Equations

Backward Stochastic Differential Equations - Probability Theory and Stochastic Modelling ◽

10.1007/978-1-4939-7256-2_3 ◽

2017 ◽

pp. 63-78

Author(s):

Jianfeng Zhang

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

BSDEs with Quadratic Growth in Z

Backward Stochastic Differential Equations - Probability Theory and Stochastic Modelling ◽

10.1007/978-1-4939-7256-2_7 ◽

2017 ◽

pp. 161-176

Author(s):

Jianfeng Zhang

Keyword(s):

Quadratic Growth

Nonlinear Expectation

Backward Stochastic Differential Equations - Probability Theory and Stochastic Modelling ◽

10.1007/978-1-4939-7256-2_10 ◽

2017 ◽

pp. 245-275 ◽

Cited By ~ 1

Author(s):

Jianfeng Zhang

Keyword(s):

Nonlinear Expectation

Path Dependent PDEs

Backward Stochastic Differential Equations - Probability Theory and Stochastic Modelling ◽

10.1007/978-1-4939-7256-2_11 ◽

2017 ◽

pp. 277-334

Author(s):

Jianfeng Zhang

Keyword(s):

Path Dependent

Forward-Backward SDEs

Backward Stochastic Differential Equations - Probability Theory and Stochastic Modelling ◽

10.1007/978-1-4939-7256-2_8 ◽

2017 ◽

pp. 177-201

Author(s):

Jianfeng Zhang

Keyword(s):

Backward Sdes

Reflected Backward SDEs

Backward Stochastic Differential Equations - Probability Theory and Stochastic Modelling ◽

10.1007/978-1-4939-7256-2_6 ◽

2017 ◽

pp. 133-160

Author(s):

Jianfeng Zhang

Keyword(s):

Backward Sdes

Backward Stochastic Differential Equations

Backward Stochastic Differential Equations - Probability Theory and Stochastic Modelling ◽

10.1007/978-1-4939-7256-2_4 ◽

2017 ◽

pp. 79-99 ◽

Cited By ~ 6

Author(s):

Jianfeng Zhang

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Backward Stochastic Differential Equations

Stochastic Calculus Under Weak Formulation

Backward Stochastic Differential Equations - Probability Theory and Stochastic Modelling ◽

10.1007/978-1-4939-7256-2_9 ◽

2017 ◽

pp. 205-244

Author(s):

Jianfeng Zhang

Keyword(s):

Stochastic Calculus ◽

Weak Formulation

Second Order BSDEs

Backward Stochastic Differential Equations - Probability Theory and Stochastic Modelling ◽

10.1007/978-1-4939-7256-2_12 ◽

2017 ◽

pp. 335-364

Author(s):

Jianfeng Zhang

Keyword(s):

Second Order

Markov BSDEs and PDEs

Backward Stochastic Differential Equations - Probability Theory and Stochastic Modelling ◽

10.1007/978-1-4939-7256-2_5 ◽

2017 ◽

pp. 101-130

Author(s):

Jianfeng Zhang