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Results: 1-14 |
Results: 14
Time discretization and Markovian iteration for coupled FBSDEs
Authors: Bender, Christian Zhang, Jianfeng
Citation: Bender, Christian et Zhang, Jianfeng, Time discretization and Markovian iteration for coupled FBSDEs, Annals of applied probability , 18(1), 2008, pp. 143-177
On viscosity solutions of path dependent PDEs
Authors: Ekren, Ibrahim Keller, Christian Touzi, Nizar Zhang, Jianfeng
Citation: Ekren, Ibrahim et al., On viscosity solutions of path dependent PDEs, Annals of probability , 42(1), 2014, pp. 204-236
Dual formulation of second order target problems
Authors: Soner, H. Mete Touzi, Nizar Zhang, Jianfeng
Citation: Soner, H. Mete et al., Dual formulation of second order target problems, Annals of applied probability , 23(1), 2013, pp. 308-347
A numerical scheme for BSDEs
Authors: Zhang, Jianfeng
Citation: Zhang, Jianfeng, A numerical scheme for BSDEs, Annals of applied probability , 14(1), 2004, pp. 459-488
Viscosity solutions of fully nonlinear parabolic path dependent PDEs
Authors: Ekren, Ibrahim Touzi, Nizar Zhang, Jianfeng
Citation: Ekren, Ibrahim et al., Viscosity solutions of fully nonlinear parabolic path dependent PDEs, Annals of probability (Online) , 44(2), 2016, pp. 1212-1253
Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part I
Authors: Ekren, Ibrahim Touzi, Nizar Zhang, Jianfeng
Citation: Ekren, Ibrahim et al., Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part I, Annals of probability , 44(2), 2016, pp. 1212-1253
Representation theorems for backward stochastic differential equations
Authors: Jin Ma, Zhang, Jianfeng
Citation: Jin Ma, et Zhang, Jianfeng, Representation theorems for backward stochastic differential equations, Annals of applied probability , 12(4), 2002, pp. 1390-1418
A monotone scheme for high-dimensional fully nonlinear PDEs
Authors: Guo, Wenjie Zhang, Jianfeng Zhuo, Jia
Citation: Guo, Wenjie et al., A monotone scheme for high-dimensional fully nonlinear PDEs, Annals of applied probability , 25(3), 2015, pp. 1540-1580
Representation of solutions to BSDEs associated with a degenerate FSDE
Authors: Zhang, Jianfeng
Citation: Zhang, Jianfeng, Representation of solutions to BSDEs associated with a degenerate FSDE, Annals of applied probability , 15(3), 2005, pp. 1798-1831
On well-posedness of forward.backward SDEs.A unified approach
Authors: Ma, Jin Wu, Zhen Zhang, Detao Zhang, Jianfeng
Citation: Ma, Jin et al., On well-posedness of forward.backward SDEs.A unified approach, Annals of applied probability , 25(4), 2015, pp. 2168-2214
Optimal stopping under adverse nonlinear expectation and related games
Authors: Nutz, Marcel Zhang, Jianfeng
Citation: Nutz, Marcel et Zhang, Jianfeng, Optimal stopping under adverse nonlinear expectation and related games, Annals of applied probability , 25(5), 2015, pp. 2503-2534
Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part II
Authors: Ekren, Ibrahim Touzi, Nizar Zhang, Jianfeng
Citation: Ekren, Ibrahim et al., Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part II, Annals of probability , 44(4), 2016, pp. 2507-2553
Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part II.
Authors: Ekren, Ibrahim Touzi, Nizar Zhang, Jianfeng
Citation: Ekren, Ibrahim et al., Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part II., Annals of probability (Online) , 44(4), 2016, pp. 2507-2553
Dynamic approaches for some time-inconsistent optimization problems
Authors: Karnam, Chandrasekhar Ma, Jin Zhang, Jianfeng
Citation: Karnam, Chandrasekhar et al., Dynamic approaches for some time-inconsistent optimization problems, Annals of applied probability , 27(6), 2017, pp. 3435-3477
Risultati: 1-14 |