Document Search Results

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<option data-type="input" value="pu">Publisher</option> <option data-type="input" value="la">Language</option> <option data-type="input" value="ab">Summary / Review</option> <option data-type="input" value="rv">Reviewer</option> <option data-type="input" value="an">zbMATH ID</option> <option data-type="input" value="en">External ID</option> <option data-type="input" value="ut">Keywords</option> <option data-type="input" value="sw">Software</option> <option data-type="input" value="br">Biographic Ref</option> <option data-type="input" value="rft">Reference Text</option> <option data-type="multiselect-db" value="db">Database</option> <option data-divider="true"></option> <option data-function="remove-line" data-content='<span class="glyphicon glyphicon-minus" aria-hidden="true"></span> remove line' value="any">remove line</option> </select><input name="ml-2-v" class="form-control multi-line-value multi-line-input" type="text" value="" aria-label="value"><select class="form-control 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value="ab">Summary / Review</option> <option data-type="input" value="rv">Reviewer</option> <option data-type="input" value="an">zbMATH ID</option> <option data-type="input" value="en">External ID</option> <option data-type="input" value="ut">Keywords</option> <option data-type="input" value="sw">Software</option> <option data-type="input" value="br">Biographic Ref</option> <option data-type="input" value="rft">Reference Text</option> <option data-type="multiselect-db" value="db">Database</option> <option data-divider="true"></option> <option data-function="remove-line" data-content='<span class="glyphicon glyphicon-minus" aria-hidden="true"></span> remove line' value="any">remove line</option> </select><input name="ml-3-v" class="form-control multi-line-value multi-line-input" type="text" value="" aria-label="value"><div id="multi-line-plus"> <a href="#"><span class="glyphicon glyphicon-plus" aria-hidden="true"></span> add line</a> </div></div> </div> </div> <div class="row"> <div class="col-xs-12 form-inline"> <div class="form-group field checkboxes-wrapper" id="checkboxes-wrapper-test" style="visibility: hidden; position: fixed;"> <label>Document Type:</label> <div class="checkboxes"> <div class="slider"> <label title="search for Articles in Journals"> <input type="checkbox" class="form-control" value="j" checked> <span tabindex="0"><small></small></span> Journal Articles </label> </div> <div class="slider"> <label title="search for Articles in Conference Proceedings and Collected Volumes"> <input type="checkbox" class="form-control" value="a" checked> <span tabindex="0"><small></small></span> Collection Articles </label> </div> <div class="slider"> <label title="search for Monographs, Proceedings, Dissertations etc."> <input type="checkbox" class="form-control" value="b" checked> <span tabindex="0"><small></small></span> Books </label> </div> <div class="slider"> <label title="search for arXiv Preprints"> <input type="checkbox" class="form-control" value="p" 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form-control" type="text" name="q" value="rf:1106734" aria-label="Search for documents" placeholder="Search for documents" autocomplete="off"> </div> <div class="search-buttons input-group-btn"> <div class="btn-group"> <button class="btn btn-default search" type="submit"><span class="virtual">Search</span> <span class="glyphicon glyphicon-search" style="top: 2px;"></span></button> </div> </div> </span> <span> <div class="search-buttons input-group-btn"> <div class="btn-group"> <div class="btn-group fields"> <button class="btn btn-default dropdown-toggle" data-toggle="dropdown">Fields <i class="caret"></i></button> <ul id="fields" class="dropdown-menu pull-right"> <li><a href="#"><span class="token item">ab:</span><span>  </span>review text</a></li> <li><a href="#"><span class="token item">an:</span><span>  </span>zbmath id</a></li> <li><a href="#"><span class="token item">any:</span><span>  </span>anywhere</a></li> <li><a href="#"><span class="token item">au:</span><span>  </span>contributor name</a></li> <li><a href="#"><span class="token item">br:</span><span>  </span>biographic reference name</a></li> <li><a href="#"><span class="token item">cc:</span><span>  </span>msc title</a></li> <li><a href="#"><span class="token item">dt:</span><span>  </span>document type</a></li> <li><a href="#"><span class="token item">doi:</span><span>  </span>doi</a></li> <li><a href="#"><span class="token item">en:</span><span>  </span>external id</a></li> <li><a href="#"><span class="token item">la:</span><span>  </span>language</a></li> <li><a href="#"><span class="token item">pu:</span><span>  </span>publisher</a></li> <li><a href="#"><span class="token item">py:</span><span>  </span>year</a></li> <li><a href="#"><span class="token item">rv:</span><span>  </span>reviewer name</a></li> <li><a href="#"><span class="token item">so:</span><span>  </span>source</a></li> <li><a href="#"><span class="token item">sw:</span><span>  </span>software name</a></li> <li><a href="#"><span class="token item">ti:</span><span>  </span>title</a></li> <li><a href="#"><span class="token item">ut:</span><span>  </span>keyword</a></li> </ul> </div> <div class="btn-group operators"> <button class="btn btn-default dropdown-toggle" data-toggle="dropdown">Operators <i class="caret"></i></button> <ul id="operators" class="dropdown-menu pull-right"> <li><a href="#"><span class="token item">a & b</span><span>  </span>logical and</a></li> <li><a href="#"><span class="token item">a | b</span><span>  </span>logical or</a></li> <li><a href="#"><span class="token item">!ab</span><span>  </span>logical not</a></li> <li><a href="#"><span class="token item">abc*</span><span>  </span>right wildcard</a></li> <li><a href="#"><span class="token item">ab c</span><span>  </span>phrase</a></li> <li><a href="#"><span class="token item">(ab c)</span><span>  </span>parentheses</a></li> </ul> </div> </div> </div> <div class="special"> <ul class="nav help-button"> <li class="dropdown pull-right"> <a href="#">Help <i class="caret"></i></a> </li> </ul> </div> </span> </div> <div class="help"><h2>Examples</h2> <div id="help-terms" role="table"> <div class="help-item" role="row"> <span class="search-example" role="rowheader"><a href="/?q=Geometry">Geometry</a></span> <span class="search-explanation" role="cell" role="cell">Search for the term <em>Geometry</em> in <strong>any</strong> field. Queries are <strong>case-independent</strong>.</span> </div> <div class="help-item" role="row"> <span class="search-example" role="rowheader"><a href="/?q=Funct%2A">Funct*</a></span> <span class="search-explanation" role="cell" role="cell"><strong>Wildcard</strong> queries are specified by <u>*</u> (e.g. <em>functions</em>, <em>functorial</em>, etc.). Otherwise the search is <strong>exact</strong>.</span> </div> <div class="help-item" role="row"> <span class="search-example" role="rowheader"><a href="/?q=Topological+group">Topological group</a></span> <span class="search-explanation" role="cell" role="cell"><strong>Phrases</strong>(multi - words) should be set in <u></u>straight quotation marks<u></u>.</span> </div> <div class="help-item" role="row"> <span class="search-example" role="rowheader"><a href="/?q=au%3A+Bourbaki+%26+ti%3A+Algebra">au: Bourbaki & ti: Algebra</a></span> <span class="search-explanation" role="cell" role="cell">Search for <strong><u>au</u>thor</strong> <em>Bourbaki</em> and <strong><u>ti</u>tle</strong> <em>Algebra</em>. The <strong>and -operator &</strong> is default and can be omitted.</span> </div> <div class="help-item" role="row"> <span class="search-example" role="rowheader"><a href="/?q=Chebyshev+%7C+Tschebyscheff">Chebyshev | Tschebyscheff</a></span> <span class="search-explanation" role="cell" role="cell">The <strong>or</strong>-operator <strong>|</strong> allows to search for <em>Chebyshev</em> or <em>Tschebyscheff</em>.</span> </div> <div class="help-item" role="row"> <span class="search-example" role="rowheader"><a href="/?q=Quasi%2A+map%2A+py%3A+1989">Quasi* map* py: 1989</a></span> <span class="search-explanation" role="cell" role="cell">The resulting documents have <strong><u>p</u>ublication <u>y</u>ear</strong> <em>1989</em>.</span> </div> <div class="help-item" role="row"> <span class="search-example" role="rowheader"><a href="/?q=so%3AEur%2A+J%2A+Mat%2A+Soc%2A+cc%3A14">so:Eur* J* Mat* Soc* cc:14</a></span> <span class="search-explanation" role="cell" role="cell">Search for publications in a particular <strong><u>so</u>urce</strong> with a <strong>Mathematics Subject <u>C</u>lassification <u>c</u>ode</strong> in <em>14</em>.</span> </div> <div class="help-item" role="row"> <span class="search-example" role="rowheader"><a href="/?q=%27%27Partial+diff%2A+eq%2A%27%27+%21elliptic">''Partial diff* eq*'' !elliptic</a></span> <span class="search-explanation" role="cell" role="cell">The <strong>not</strong> -operator <strong>!</strong> eliminates all results containing the word <em>elliptic</em>.</span> </div> <div class="help-item" role="row"> <span class="search-example" role="rowheader"><a href="/?q=dt%3A+b+%26+au%3A+Hilbert">dt: b & au: Hilbert</a></span> <span class="search-explanation" role="cell" role="cell">The <strong><u>d</u>ocument <u>t</u>ype</strong> is set to <u>b</u>ooks; alternatively: <u>j</u> for <strong><u>j</u>ournal articles</strong>, <u>a</u> for <strong>book <u>a</u>rticles</strong>.</span> </div> <div class="help-item" role="row"> <span class="search-example" role="rowheader"><a href="/?q=py%3A+2000+-+2015+cc%3A%2894A+%7C+11T%29">py: 2000 - 2015 cc:(94A | 11T)</a></span> <span class="search-explanation" role="cell" role="cell">Number <strong>ranges</strong> when searching for <strong><u>p</u>ublication <u>y</u>ear</strong> are accepted. Terms can be grouped within <strong><u>(</u>parentheses<u>)</u></strong>.</span> </div> <div class="help-item" role="row"> <span class="search-example" role="rowheader"><a href="/?q=la%3A+chinese">la: chinese</a></span> <span class="search-explanation" role="cell" role="cell">Find documents in a given <strong><u>la</u>nguage</strong>. <a href='https://en.wikipedia.org/wiki/ISO_639-1'>ISO 639 - 1</a> (opens in new tab) language codes can also be used.</span> </div> <div class="help-item" role="row"> <span class="search-example" role="rowheader"><a href="/?q=st%3A+c+r+s">st: c r s</a></span> <span class="search-explanation" role="cell" role="cell">Find documents that are <strong><u>c</u>ited</strong>, have <strong><u>r</u>eferences</strong> and are from a <strong><u>s</u>ingle author</strong>.</span> </div> </div> <p style="margin-bottom:0.5cm;"></p> <h2>Fields</h2> <div id="help-fields" role="table"> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>ab</strong> </span> <span class="search-explanation" role="cell" role="cell"> Text from the summary or review (for phrases use “...”) </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>an</strong> </span> <span class="search-explanation" role="cell" role="cell"> zbMATH ID, i.e.: preliminary ID, Zbl number, JFM number, ERAM number </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>any</strong> </span> <span class="search-explanation" role="cell" role="cell"> Includes ab, au, cc, en, rv, so, ti, ut </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>arxiv</strong> </span> <span class="search-explanation" role="cell" role="cell"> arXiv preprint number </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>au</strong> </span> <span class="search-explanation" role="cell" role="cell"> Name(s) of the contributor(s) </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>br</strong> </span> <span class="search-explanation" role="cell" role="cell"> Name of a person with biographic references (to find documents about the life or work) </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>cc</strong> </span> <span class="search-explanation" role="cell" role="cell"> Code from the Mathematics Subject Classification (prefix with <strong>*</strong> to search only primary MSC) </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>ci</strong> </span> <span class="search-explanation" role="cell" role="cell"> zbMATH ID of a document cited in summary or review </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>db</strong> </span> <span class="search-explanation" role="cell" role="cell"> Database: documents in Zentralblatt für Mathematik/zbMATH Open (<em>db:Zbl</em>), Jahrbuch über die Fortschritte der Mathematik (<em>db:JFM</em>), Crelle's Journal (<em>db:eram</em>), arXiv (<em>db:arxiv</em>) </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>dt</strong> </span> <span class="search-explanation" role="cell" role="cell"> Type of the document: journal article (<em>dt:j</em>), collection article (<em>dt:a</em>), book (<em>dt:b</em>) </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>doi</strong> </span> <span class="search-explanation" role="cell" role="cell"> Digital Object Identifier (DOI) </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>ed</strong> </span> <span class="search-explanation" role="cell" role="cell"> Name of the editor of a book or special issue </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>en</strong> </span> <span class="search-explanation" role="cell" role="cell"> External document ID: DOI, arXiv ID, ISBN, and others </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>in</strong> </span> <span class="search-explanation" role="cell" role="cell"> zbMATH ID of the corresponding issue </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>la</strong> </span> <span class="search-explanation" role="cell" role="cell"> Language (use name, e.g., <em>la:French</em>, or <a href='https://en.wikipedia.org/wiki/ISO_639-1'>ISO 639-1</a>, e.g., <em>la:FR)</em> </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>li</strong> </span> <span class="search-explanation" role="cell" role="cell"> External link (URL) </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>na</strong> </span> <span class="search-explanation" role="cell" role="cell"> Number of authors of the document in question. Interval search with “-” </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>pt</strong> </span> <span class="search-explanation" role="cell" role="cell"> Reviewing state: Reviewed (<em>pt:r</em>), Title Only (<em>pt:t</em>), Pending (<em>pt:p</em>), Scanned Review (<em>pt:s</em>) </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>pu</strong> </span> <span class="search-explanation" role="cell" role="cell"> Name of the publisher </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>py</strong> </span> <span class="search-explanation" role="cell" role="cell"> Year of publication. Interval search with “-” </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>rft</strong> </span> <span class="search-explanation" role="cell" role="cell"> Text from the references of a document (for phrases use “...”) </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>rn</strong> </span> <span class="search-explanation" role="cell" role="cell"> Reviewer ID </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>rv</strong> </span> <span class="search-explanation" role="cell" role="cell"> Name or ID of the reviewer </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>se</strong> </span> <span class="search-explanation" role="cell" role="cell"> Serial ID </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>si</strong> </span> <span class="search-explanation" role="cell" role="cell"> swMATH ID of software referred to in a document </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>so</strong> </span> <span class="search-explanation" role="cell" role="cell"> Bibliographical source, e.g., serial title, volume/issue number, page range, year of publication, ISBN, etc. </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>st</strong> </span> <span class="search-explanation" role="cell" role="cell"> State: is cited (<em>st:c</em>), has references (<em>st:r</em>), has single author (<em>st:s</em>) </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>sw</strong> </span> <span class="search-explanation" role="cell" role="cell"> Name of software referred to in a document </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>ti</strong> </span> <span class="search-explanation" role="cell" role="cell"> Title of the document </span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"> <strong>ut</strong> </span> <span class="search-explanation" role="cell" role="cell"> Keywords </span> </div> </div> <p style="margin-bottom:0.5cm;"></p> <h2>Operators</h2> <div id="operators-fields" role="table"> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"><strong>a & b</strong></span> <span class="search-explanation" role="cell" role="cell">logical and</span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"><strong>a | b</strong></span> <span class="search-explanation" role="cell" role="cell">logical or</span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"><strong>!ab</strong></span> <span class="search-explanation" role="cell" role="cell">logical not</span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"><strong>abc*</strong></span> <span class="search-explanation" role="cell" role="cell">right wildcard</span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"><strong>ab c</strong></span> <span class="search-explanation" role="cell" role="cell">phrase</span> </div> <div class="help-item" role="row"> <span class="search-fields" role="rowheader"><strong>(ab c)</strong></span> <span class="search-explanation" role="cell" role="cell">parentheses</span> </div> </div> <p> See also our <a href="/general-help/">General Help</a>. </p></div> </div> </form> <div class="clearfix"></div> </div> <div class="content-option"><div class="navigation"> <div class="function input-group"> <div class="btn-group"> <button name="mark" value="mark" class="btn btn-default btn-xs mark-btn" type="button"><strong>Mark All</strong></button> <div class="btn-group display-marked-items"> <button type="button" 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role="list"><div class="meta row"> <div class="count col-sm-4 col-sm-offset-8"> <div class="function btn-group" style="float: right;" role="group" aria-label="sort by"> <a class="btn btn-default btn-xs active " title="sort by date">Newest</a> <a class="btn btn-default btn-xs " href="/?q=rf%3A1106734&r=references " title="sort by number of citations">Citations</a> <a class="btn btn-default btn-xs " href="/?q=rf%3A1106734&r=relevance " title="sort by relevance">Relevance</a> </div> </div> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item8018353" value="8018353" aria-label="mark item Zbl 08018353"></div> <div class="author"><a href="/authors/cacitti-holland.dorian" title="Author Profile">Cacitti-Holland, Dorian</a>; <a href="/authors/?q=ai%3Adenis.laurent.1%7Cdenis.laurent.2%7Cdenis.laurent" title="Author Profile">Denis, Laurent</a>; <a href="/authors/popier.alexandre" title="Author Profile">Popier, Alexandre</a></div> <h3 class="title"> <a href="/8018353"><strong>Growth condition on the generator of BSDE with singular terminal value ensuring continuity up to terminal time.</strong></a> <i>(English)</i> <a class="label nowrap" href="/8018353">Zbl 08018353</a> </h3> <div class="source"> <a href="/serials/1642" title="Journal Profile">Stochastic Processes Appl.</a> <a href="/?q=in%3A526937" title="Articles in this Issue">183, Article ID 104588, 22 p. (2025)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A60H07" title="Stochastic calculus of variations and the Malliavin calculus">60H07</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 08018353" data-ciurl="/ci/08018353" data-biburl="/bibtex/08018353.bib" data-amsurl="/amsrefs/08018353.bib" data-xmlurl="/xml/08018353.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/08018353.pdf" title="Zbl 08018353 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.spa.2025.104588" aria-label="DOI for “Growth condition on the generator of BSDE with singular terminal value ensuring continuity up to terminal time”" title="10.1016/j.spa.2025.104588">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item8016948" value="8016948" aria-label="mark item Zbl 08016948"></div> <div class="author"><a href="/authors/fan.xiliang" title="Author Profile">Fan, Xiliang</a>; <a href="/authors/wu.jianglun" title="Author Profile">Wu, Jiang-Lun</a></div> <h3 class="title"> <a href="/8016948"><strong>On distribution dependent BSDEs driven by Gaussian processes.</strong></a> <i>(English)</i> <a class="label nowrap" href="/8016948">Zbl 08016948</a> </h3> <div class="source"> <a href="/serials/484" title="Journal Profile">J. Differ. Equations</a> <a href="/?q=in%3A526371" title="Articles in this Issue">426, 223-252 (2025)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A60G15" title="Gaussian processes">60G15</a> <a class="mono" href="/classification/?q=cc%3A60G22" title="Fractional processes, including fractional Brownian motion">60G22</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 08016948" data-ciurl="/ci/08016948" data-biburl="/bibtex/08016948.bib" data-amsurl="/amsrefs/08016948.bib" data-xmlurl="/xml/08016948.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/08016948.pdf" title="Zbl 08016948 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.jde.2025.01.063" aria-label="DOI for “On distribution dependent BSDEs driven by Gaussian processes”" title="10.1016/j.jde.2025.01.063">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2302.03412" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item8016165" value="8016165" aria-label="mark item Zbl 08016165"></div> <div class="author"><a href="/authors/aksu.mervan" title="Author Profile">Aksu, Mervan</a>; <a href="/authors/popier.alexandre" title="Author Profile">Popier, Alexandre</a>; <a href="/authors/sezer.ali-devin" title="Author Profile">Sezer, Ali Devin</a></div> <h3 class="title"> <a href="/8016165"><strong>Optimal liquidation with conditions on minimum price.</strong></a> <i>(English)</i> <a class="label nowrap" href="/8016165">Zbl 08016165</a> </h3> <div class="source"> <a href="/serials/2308" title="Journal Profile">ESAIM, Control Optim. Calc. Var.</a> <a href="/?q=in%3A522639" title="Articles in this Issue">31, Paper No. 19, 52 p. (2025)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A35Q91" title="PDEs in connection with game theory, economics, social and behavioral sciences">35Q91</a> <a class="mono" href="/classification/?q=cc%3A35K57" title="Reaction-diffusion equations">35K57</a> <a class="mono" href="/classification/?q=cc%3A49K45" title="Optimality conditions for problems involving randomness">49K45</a> <a class="mono" href="/classification/?q=cc%3A49L25" title="Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games">49L25</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> <a class="mono" href="/classification/?q=cc%3A60H99" title="Stochastic analysis">60H99</a> <a class="mono" href="/classification/?q=cc%3A93E20" title="Optimal stochastic control">93E20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 08016165" data-ciurl="/ci/08016165" data-biburl="/bibtex/08016165.bib" data-amsurl="/amsrefs/08016165.bib" data-xmlurl="/xml/08016165.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/08016165.pdf" title="Zbl 08016165 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1051/cocv/2025009" aria-label="DOI for “Optimal liquidation with conditions on minimum price”" title="10.1051/cocv/2025009">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2308.02276" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> <a href="https://creativecommons.org/licenses/by/4.0/" target="_blank" title="Open Access License" class="cc-license-link no-new-tab-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/cc.svg" alt="Creative Commons CC license icon" class="cc-license-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/by.svg" alt="Creative Commons BY license icon" class="cc-license-icon"> </a> <img tabindex="0" src="/static/img/unlock_up.svg" class="cc-license-icon" title="Open version available"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item8011807" value="8011807" aria-label="mark item Zbl 08011807"></div> <div class="author"><a href="/authors/kim.kon-gun" title="Author Profile">Kim, Kon-Gun</a>; <a href="/authors/pak.ji-gwon" title="Author Profile">Pak, Ji-Gwon</a>; <a href="/authors/kim.mun-chol" title="Author Profile">Kim, Mun-Chol</a></div> <h3 class="title"> <a href="/8011807"><strong>Quadratic-exponential growth backward stochastic Volterra integral equations with jumps and associated dynamic risk measure.</strong></a> <i>(English)</i> <a class="label nowrap" href="/8011807">Zbl 08011807</a> </h3> <div class="source"> <a href="/serials/2060" title="Journal Profile">Random Oper. Stoch. Equ.</a> <a href="/?q=in%3A525781" title="Articles in this Issue">33, No. 1, 39-57 (2025)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H20" title="Stochastic integral equations">60H20</a> <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> <a class="mono" href="/classification/?q=cc%3A91B70" title="Stochastic models in economics">91B70</a> <a class="mono" href="/classification/?q=cc%3A91G80" title="Financial applications of other theories">91G80</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 08011807" data-ciurl="/ci/08011807" data-biburl="/bibtex/08011807.bib" data-amsurl="/amsrefs/08011807.bib" data-xmlurl="/xml/08011807.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/08011807.pdf" title="Zbl 08011807 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1515/rose-2024-2023" aria-label="DOI for “Quadratic-exponential growth backward stochastic Volterra integral equations with jumps and associated dynamic risk measure”" title="10.1515/rose-2024-2023">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7991020" value="7991020" aria-label="mark item Zbl 07991020"></div> <div class="author"><a href="/authors/wessels.lukas" title="Author Profile">Wessels, Lukas</a></div> <h3 class="title"> <a href="/7991020"><strong>Semilinear Feynman-Kac formulae for $B$-continuous viscosity solutions.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7991020">Zbl 07991020</a> </h3> <div class="source"> <a href="/serials/955" title="Journal Profile">Stochastic Anal. Appl.</a> <a href="/?q=in%3A524645" title="Articles in this Issue">43, No. 1, 112-129 (2025)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> <a class="mono" href="/classification/?q=cc%3A35D40" title="Viscosity solutions to PDEs">35D40</a> <a class="mono" href="/classification/?q=cc%3A60H15" title="Stochastic partial differential equations (aspects of stochastic analysis)">60H15</a> <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A35R15" title="PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables)">35R15</a> <a class="mono" href="/classification/?q=cc%3A35R60" title="PDEs with randomness, stochastic partial differential equations">35R60</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07991020" data-ciurl="/ci/07991020" data-biburl="/bibtex/07991020.bib" data-amsurl="/amsrefs/07991020.bib" data-xmlurl="/xml/07991020.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07991020.pdf" title="Zbl 07991020 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/07362994.2024.2434735" aria-label="DOI for “Semilinear Feynman-Kac formulae for $B$-continuous viscosity solutions”" title="10.1080/07362994.2024.2434735">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2303.10038" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7990773" value="7990773" aria-label="mark item Zbl 07990773"></div> <div class="author"><a href="/authors/chen.tian" title="Author Profile">Chen, Tian</a>; <a href="/authors/feng.xinwei" title="Author Profile">Feng, Xinwei</a>; <a href="/authors/jia.yunxiao" title="Author Profile">Jia, Yunxiao</a></div> <h3 class="title"> <a href="/7990773"><strong>Linear-quadratic mean-field backward Stackelberg game with mixed terminal perturbation.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7990773">Zbl 07990773</a> </h3> <div class="source"> <a href="/serials/333" title="Journal Profile">Appl. Math. Optim.</a> <a href="/?q=in%3A524625" title="Articles in this Issue">91, No. 2, Paper No. 28, 38 p. (2025)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A91A65" title="Hierarchical games (including Stackelberg games)">91A65</a> <a class="mono" href="/classification/?q=cc%3A91A16" title="Mean field games (aspects of game theory)">91A16</a> <a class="mono" href="/classification/?q=cc%3A49N10" title="Linear-quadratic optimal control problems">49N10</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07990773" data-ciurl="/ci/07990773" data-biburl="/bibtex/07990773.bib" data-amsurl="/amsrefs/07990773.bib" data-xmlurl="/xml/07990773.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07990773.pdf" title="Zbl 07990773 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s00245-025-10225-x" aria-label="DOI for “Linear-quadratic mean-field backward Stackelberg game with mixed terminal perturbation”" title="10.1007/s00245-025-10225-x">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7990228" value="7990228" aria-label="mark item Zbl 07990228"></div> <div class="author"><a href="/authors/wang.guangchen" title="Author Profile">Wang, Guangchen</a>; <a href="/authors/xing.zhuangzhuang" title="Author Profile">Xing, Zhuangzhuang</a></div> <h3 class="title"> <a href="/7990228"><strong>Recursive stochastic differential games with non-Lipschitzian generators and viscosity solutions of Hamilton-Jacobi-Bellman-Isaacs equations.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7990228">Zbl 07990228</a> </h3> <div class="source"> <a href="/serials/7354" title="Journal Profile">Math. Control Relat. 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Control Relat. 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Probab. Lett.</a> <a href="/?q=in%3A523999" title="Articles in this Issue">219, Article ID 110343, 11 p. (2025)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> <a class="mono" href="/classification/?q=cc%3A91G80" title="Financial applications of other theories">91G80</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07986275" data-ciurl="/ci/07986275" data-biburl="/bibtex/07986275.bib" data-amsurl="/amsrefs/07986275.bib" data-xmlurl="/xml/07986275.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07986275.pdf" title="Zbl 07986275 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.spl.2024.110343" aria-label="DOI for “Two-barriers-reflected BSDE with rank-based data”" title="10.1016/j.spl.2024.110343">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2411.17104" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7946866" value="7946866" aria-label="mark item Zbl 1552.60141"></div> <div class="author"><a href="/authors/cacitti-holland.dorian" title="Author Profile">Cacitti-Holland, Dorian</a>; <a href="/authors/?q=ai%3Adenis.laurent.1%7Cdenis.laurent.2%7Cdenis.laurent" title="Author Profile">Denis, Laurent</a>; <a href="/authors/popier.alexandre" title="Author Profile">Popier, Alexandre</a></div> <h3 class="title"> <a href="/1552.60141"><strong>Continuity problem for BSDE and IPDE with singular terminal condition.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1552.60141">Zbl 1552.60141</a> </h3> <div class="source"> <a href="/serials/132" title="Journal Profile">J. 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Sci.</a> <a href="/?q=in%3A524803" title="Articles in this Issue">47, No. 18, 14037-14053 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A26A33" title="Fractional derivatives and integrals">26A33</a> <a class="mono" href="/classification/?q=cc%3A34A08" title="Fractional ordinary differential equations">34A08</a> <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07996578" data-ciurl="/ci/07996578" data-biburl="/bibtex/07996578.bib" data-amsurl="/amsrefs/07996578.bib" data-xmlurl="/xml/07996578.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07996578.pdf" title="Zbl 07996578 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1002/mma.10254" aria-label="DOI for “Averaging principle for Hilfer-Katugampola fractional stochastic differential equations”" title="10.1002/mma.10254">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7996474" value="7996474" aria-label="mark item Zbl 07996474"></div> <div class="author"><a href="/authors/elouaflin.abouo" title="Author Profile">Elouaflin, Abouo</a>; <a href="/authors/bahlali.khaled" title="Author Profile">Bahlali, Khaled</a>; <a href="/authors/mezerdi.brahim" title="Author Profile">Mezerdi, Brahim</a>; <a href="/authors/mouchtabih.soufiane" title="Author Profile">Mouchtabih, Soufiane</a></div> <h3 class="title"> <a href="/7996474"><strong>Weak solutions to coupled quadratic forward backward stochastic differential equations and Sobolev solutions to their related partial differential equations.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7996474">Zbl 07996474</a> </h3> <div class="source"> <a href="/serials/154" title="Journal Profile">Math. Methods Appl. Sci.</a> <a href="/?q=in%3A524800" title="Articles in this Issue">47, No. 15, 12083-12099 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H20" title="Stochastic integral equations">60H20</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> <a class="mono" href="/classification/?q=cc%3A35K55" title="Nonlinear parabolic equations">35K55</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07996474" data-ciurl="/ci/07996474" data-biburl="/bibtex/07996474.bib" data-amsurl="/amsrefs/07996474.bib" data-xmlurl="/xml/07996474.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07996474.pdf" title="Zbl 07996474 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1002/mma.10156" aria-label="DOI for “Weak solutions to coupled quadratic forward backward stochastic differential equations and Sobolev solutions to their related partial differential equations”" title="10.1002/mma.10156">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7972611" value="7972611" aria-label="mark item Zbl 07972611"></div> <div class="author"><a href="/authors/karouf.monia" title="Author Profile">Karouf, Monia</a></div> <h3 class="title"> <a href="/7972611"><strong>$L^p$-solutions of backward doubly stochastic differential equations with time delayed generators.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7972611">Zbl 07972611</a> </h3> <div class="source"> <a href="/serials/955" title="Journal Profile">Stochastic Anal. Appl.</a> <a href="/?q=in%3A522890" title="Articles in this Issue">42, No. 6, 1156-1184 (2024)</a>. </div> <div class="reviewer"> Reviewer: <a href="/authors/?q=rv%3A18275">Longjie Xie (Xuzhou)</a></div> <div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07972611" data-ciurl="/ci/07972611" data-biburl="/bibtex/07972611.bib" data-amsurl="/amsrefs/07972611.bib" data-xmlurl="/xml/07972611.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07972611.pdf" title="Zbl 07972611 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/07362994.2024.2421509" aria-label="DOI for “$L^p$-solutions of backward doubly stochastic differential equations with time delayed generators”" title="10.1080/07362994.2024.2421509">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7970572" value="7970572" aria-label="mark item Zbl 07970572"></div> <div class="author"><a href="/authors/zhu.dan" title="Author Profile">Zhu, Dan</a>; <a href="/authors/wang.zemeng" title="Author Profile">Wang, Zemeng</a>; <a href="/authors/sun.zhongyang" title="Author Profile">Sun, Zhongyang</a></div> <h3 class="title"> <a href="/7970572"><strong>Mean-variance reinsurance and asset liability management with common shock via non-Markovian stochastic factors.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7970572">Zbl 07970572</a> </h3> <div class="source"> <a href="/serials/95" title="Journal Profile">Int. J. Control</a> <a href="/?q=in%3A522779" title="Articles in this Issue">97, No. 11, 2639-2654 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A91G05" title="Actuarial mathematics">91G05</a> <a class="mono" href="/classification/?q=cc%3A49N10" title="Linear-quadratic optimal control problems">49N10</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07970572" data-ciurl="/ci/07970572" data-biburl="/bibtex/07970572.bib" data-amsurl="/amsrefs/07970572.bib" data-xmlurl="/xml/07970572.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07970572.pdf" title="Zbl 07970572 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/00207179.2023.2287693" aria-label="DOI for “Mean-variance reinsurance and asset liability management with common shock via non-Markovian stochastic factors”" title="10.1080/00207179.2023.2287693">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7970559" value="7970559" aria-label="mark item Zbl 07970559"></div> <div class="author"><a href="/authors/wang.shujun" title="Author Profile">Wang, Shujun</a></div> <h3 class="title"> <a href="/7970559"><strong>Rational expectations: an approach of anticipated linear-quadratic social optima.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7970559">Zbl 07970559</a> </h3> <div class="source"> <a href="/serials/95" title="Journal Profile">Int. J. Control</a> <a href="/?q=in%3A522779" title="Articles in this Issue">97, No. 11, 2444-2466 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A91B99" title="Mathematical economics">91B99</a> <a class="mono" href="/classification/?q=cc%3A93E20" title="Optimal stochastic control">93E20</a> <a class="mono" href="/classification/?q=cc%3A49N10" title="Linear-quadratic optimal control problems">49N10</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> <a class="mono" href="/classification/?q=cc%3A91A16" title="Mean field games (aspects of game theory)">91A16</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07970559" data-ciurl="/ci/07970559" data-biburl="/bibtex/07970559.bib" data-amsurl="/amsrefs/07970559.bib" data-xmlurl="/xml/07970559.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07970559.pdf" title="Zbl 07970559 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/00207179.2023.2278640" aria-label="DOI for “Rational expectations: an approach of anticipated linear-quadratic social optima”" title="10.1080/00207179.2023.2278640">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7969385" value="7969385" aria-label="mark item Zbl 07969385"></div> <div class="author"><a href="/authors/shi.yufeng" title="Author Profile">Shi, Yufeng</a>; <a href="/authors/wen.jiaqiang" title="Author Profile">Wen, Jiaqiang</a>; <a href="/authors/yang.zhi" title="Author Profile">Yang, Zhi</a></div> <h3 class="title"> <a href="/7969385"><strong>Large deviation principle for backward stochastic differential equations with a stochastic Lipschitz condition on $z$.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7969385">Zbl 07969385</a> </h3> <div class="source"> <a href="/serials/2971" title="Journal Profile">Stoch. Dyn.</a> <a href="/?q=in%3A522730" title="Articles in this Issue">24, No. 6, Article ID 2450043, 29 p. (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A60F10" title="Large deviations">60F10</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> <a class="mono" href="/classification/?q=cc%3A60H07" title="Stochastic calculus of variations and the Malliavin calculus">60H07</a> <a class="mono" href="/classification/?q=cc%3A60J60" title="Diffusion processes">60J60</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07969385" data-ciurl="/ci/07969385" data-biburl="/bibtex/07969385.bib" data-amsurl="/amsrefs/07969385.bib" data-xmlurl="/xml/07969385.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07969385.pdf" title="Zbl 07969385 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1142/S0219493724500436" aria-label="DOI for “Large deviation principle for backward stochastic differential equations with a stochastic Lipschitz condition on $z$”" title="10.1142/S0219493724500436">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2209.09766" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7966435" value="7966435" aria-label="mark item Zbl 07966435"></div> <div class="author"><a href="/authors/xu.yafei" title="Author Profile">Xu, Yafei</a>; <a href="/authors/zhao.weidong" title="Author Profile">Zhao, Weidong</a></div> <h3 class="title"> <a href="/7966435"><strong>Richardson extrapolation of the Euler scheme for backward stochastic differential equations.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7966435">Zbl 07966435</a> </h3> <div class="source"> <a href="/serials/6462" title="Journal Profile">Numer. Math., Theory Methods Appl.</a> <a href="/?q=in%3A522476" title="Articles in this Issue">17, No. 2, 463-493 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A65C30" title="Numerical solutions to stochastic differential and integral equations">65C30</a> <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A60H35" title="Computational methods for stochastic equations (aspects of stochastic analysis)">60H35</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07966435" data-ciurl="/ci/07966435" data-biburl="/bibtex/07966435.bib" data-amsurl="/amsrefs/07966435.bib" data-xmlurl="/xml/07966435.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07966435.pdf" title="Zbl 07966435 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.4208/nmtma.OA-2023-0134" aria-label="DOI for “Richardson extrapolation of the Euler scheme for backward stochastic differential equations”" title="10.4208/nmtma.OA-2023-0134">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7962575" value="7962575" aria-label="mark item Zbl 07962575"></div> <div class="author"><a href="/authors/mwigilwa.winfrida-felix" title="Author Profile">Mwigilwa, Winfrida Felix</a>; <a href="/authors/mhlanga.farai-julius" title="Author Profile">Mhlanga, Farai Julius</a></div> <h3 class="title"> <a href="/7962575"><strong>BSDE with jumps when mean reflection is nonlinear.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7962575">Zbl 07962575</a> </h3> <div class="source"> <a href="/serials/456" title="Journal Profile">Int. J. Math. Math. Sci.</a> <a href="/?q=in%3A510455" title="Articles in this Issue">2024, Article ID 9963889, 16 p. (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A91G80" title="Financial applications of other theories">91G80</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07962575" data-ciurl="/ci/07962575" data-biburl="/bibtex/07962575.bib" data-amsurl="/amsrefs/07962575.bib" data-xmlurl="/xml/07962575.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07962575.pdf" title="Zbl 07962575 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1155/2024/9963889" aria-label="DOI for “BSDE with jumps when mean reflection is nonlinear”" title="10.1155/2024/9963889">DOI</a> </div> <div class="sfx" style="float: right;"> <a href="https://creativecommons.org/licenses/by/4.0/" target="_blank" title="Open Access License" class="cc-license-link no-new-tab-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/cc.svg" alt="Creative Commons CC license icon" class="cc-license-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/by.svg" alt="Creative Commons BY license icon" class="cc-license-icon"> </a> <img tabindex="0" src="/static/img/unlock_up.svg" class="cc-license-icon" title="Open version available"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7960842" value="7960842" aria-label="mark item Zbl 07960842"></div> <div class="author"><a href="/authors/li.min.27" title="Author Profile">Li, Min</a>; <a href="/authors/nie.tianyang" title="Author Profile">Nie, Tianyang</a>; <a href="/authors/wang.shujun" title="Author Profile">Wang, Shujun</a>; <a href="/authors/yan.ke" title="Author Profile">Yan, Ke</a></div> <h3 class="title"> <a href="/7960842"><strong>Incomplete information mean-field games and related Riccati equations.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7960842">Zbl 07960842</a> </h3> <div class="source"> <a href="/serials/515" title="Journal Profile">J. Optim. Theory Appl.</a> <a href="/?q=in%3A521913" title="Articles in this Issue">203, No. 3, 2487-2508 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A91A16" title="Mean field games (aspects of game theory)">91A16</a> <a class="mono" href="/classification/?q=cc%3A49N80" title="Mean field games and control">49N80</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07960842" data-ciurl="/ci/07960842" data-biburl="/bibtex/07960842.bib" data-amsurl="/amsrefs/07960842.bib" data-xmlurl="/xml/07960842.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07960842.pdf" title="Zbl 07960842 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s10957-024-02508-0" aria-label="DOI for “Incomplete information mean-field games and related Riccati equations”" title="10.1007/s10957-024-02508-0">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2307.01005" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7953402" value="7953402" aria-label="mark item Zbl 07953402"></div> <div class="author"><a href="/authors/chen.zhang" title="Author Profile">Chen, Zhang</a>; <a href="/authors/?q=ai%3Ayang.li.1%7Cyang.li.6%7Cyang.li.7%7Cyang.li.5%7Cyang.li.12%7Cyang.li%7Cyang.li.9" title="Author Profile">Yang, Li</a></div> <h3 class="title"> <a href="/7953402"><strong>Well-posedness for anticipated backward stochastic Schrödinger equations.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7953402">Zbl 07953402</a> </h3> <div class="source"> <a href="/serials/3303" title="Journal Profile">Stochastics</a> <a href="/?q=in%3A521214" title="Articles in this Issue">96, No. 4, 1307-1327 (2024)</a>. </div> <div class="reviewer"> Reviewer: <a href="/authors/?q=rv%3A5536">Tullio Zolezzi (Genova)</a></div> <div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A49K40" title="Sensitivity, stability, well-posedness">49K40</a> <a class="mono" href="/classification/?q=cc%3A49K45" title="Optimality conditions for problems involving randomness">49K45</a> <a class="mono" href="/classification/?q=cc%3A35Q55" title="NLS equations (nonlinear Schrödinger equations)">35Q55</a> <a class="mono" href="/classification/?q=cc%3A60H15" title="Stochastic partial differential equations (aspects of stochastic analysis)">60H15</a> <a class="mono" href="/classification/?q=cc%3A60H05" title="Stochastic integrals">60H05</a> <a class="mono" href="/classification/?q=cc%3A60G99" title="Stochastic processes">60G99</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07953402" data-ciurl="/ci/07953402" data-biburl="/bibtex/07953402.bib" data-amsurl="/amsrefs/07953402.bib" data-xmlurl="/xml/07953402.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07953402.pdf" title="Zbl 07953402 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/17442508.2023.2279316" aria-label="DOI for “Well-posedness for anticipated backward stochastic Schrödinger equations”" title="10.1080/17442508.2023.2279316">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7947056" value="7947056" aria-label="mark item Zbl 1553.91070"></div> <div class="author"><a href="/authors/hernandez.camilo" title="Author Profile">Hernández, Camilo</a>; <a href="/authors/possamai.dylan" title="Author Profile">Possamaï, Dylan</a></div> <h3 class="title"> <a href="/1553.91070"><strong>Time-inconsistent contract theory.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1553.91070">Zbl 1553.91070</a> </h3> <div class="source"> <a href="/serials/2299" title="Journal Profile">Math. Finance</a> <a href="/?q=in%3A520805" title="Articles in this Issue">34, No. 3, 1022-1085 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A91B41" title="Contract theory (moral hazard, adverse selection)">91B41</a> <a class="mono" href="/classification/?q=cc%3A91B43" title="Principal-agent models">91B43</a> <a class="mono" href="/classification/?q=cc%3A60H20" title="Stochastic integral equations">60H20</a> <a class="mono" href="/classification/?q=cc%3A91B16" title="Utility theory">91B16</a> <a class="mono" href="/classification/?q=cc%3A93E20" title="Optimal stochastic control">93E20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1553.91070" data-ciurl="/ci/07947056" data-biburl="/bibtex/07947056.bib" data-amsurl="/amsrefs/07947056.bib" data-xmlurl="/xml/07947056.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07947056.pdf" title="Zbl 1553.91070 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1111/mafi.12426" aria-label="DOI for “Time-inconsistent contract theory”" title="10.1111/mafi.12426">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2303.01601" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> <a href="https://creativecommons.org/licenses/by/4.0/" target="_blank" title="Open Access License" class="cc-license-link no-new-tab-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/cc.svg" alt="Creative Commons CC license icon" class="cc-license-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/by.svg" alt="Creative Commons BY license icon" class="cc-license-icon"> </a> <img tabindex="0" src="/static/img/unlock_up.svg" class="cc-license-icon" title="Open version available"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7945499" value="7945499" aria-label="mark item Zbl 07945499"></div> <div class="author"><a href="/authors/fan.shengjun" title="Author Profile">Fan, Sheng-jun</a></div> <h3 class="title"> <a href="/7945499"><strong>$L^p$ solution of reflected BSDEs with one continuous barrier and quasi-linear growth generators.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7945499">Zbl 07945499</a> </h3> <div class="source"> <a href="/serials/1050" title="Journal Profile">Acta Math. Appl. Sin., Engl. Ser.</a> <a href="/?q=in%3A520651" title="Articles in this Issue">40, No. 4, 943-953 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07945499" data-ciurl="/ci/07945499" data-biburl="/bibtex/07945499.bib" data-amsurl="/amsrefs/07945499.bib" data-xmlurl="/xml/07945499.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07945499.pdf" title="Zbl 07945499 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s10255-024-1133-4" aria-label="DOI for “$L^p$ solution of reflected BSDEs with one continuous barrier and quasi-linear growth generators”" title="10.1007/s10255-024-1133-4">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7941418" value="7941418" aria-label="mark item Zbl 1552.60187"></div> <div class="author"><a href="/authors/zheng.shiqiu" title="Author Profile">Zheng, Shiqiu</a></div> <h3 class="title"> <a href="/1552.60187"><strong>On $g$-expectations and filtration-consistent nonlinear expectations.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1552.60187">Zbl 1552.60187</a> </h3> <div class="source"> <a href="/serials/1642" title="Journal Profile">Stochastic Processes Appl.</a> <a href="/?q=in%3A520422" title="Articles in this Issue">178, Article ID 104464, 21 p. (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A91G20" title="Derivative securities (option pricing, hedging, etc.)">91G20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1552.60187" data-ciurl="/ci/07941418" data-biburl="/bibtex/07941418.bib" data-amsurl="/amsrefs/07941418.bib" data-xmlurl="/xml/07941418.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07941418.pdf" title="Zbl 1552.60187 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.spa.2024.104464" aria-label="DOI for “On $g$-expectations and filtration-consistent nonlinear expectations”" title="10.1016/j.spa.2024.104464">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2302.07793" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7941080" value="7941080" aria-label="mark item Zbl 07941080"></div> <div class="author"><a href="/authors/ella-mintsa.eddy" title="Author Profile">Ella-Mintsa, Eddy</a></div> <h3 class="title"> <a href="/7941080"><strong>Nonparametric estimation of the diffusion coefficient from i.i.d. S.D.E. paths.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7941080">Zbl 07941080</a> </h3> <div class="source"> <a href="/serials/2573" title="Journal Profile">Stat. Inference Stoch. Process.</a> <a href="/?q=in%3A520353" title="Articles in this Issue">27, No. 3, 585-640 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62G05" title="Nonparametric estimation">62G05</a> <a class="mono" href="/classification/?q=cc%3A62M05" title="Markov processes: estimation; hidden Markov models">62M05</a> <a class="mono" href="/classification/?q=cc%3A60J60" title="Diffusion processes">60J60</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07941080" data-ciurl="/ci/07941080" data-biburl="/bibtex/07941080.bib" data-amsurl="/amsrefs/07941080.bib" data-xmlurl="/xml/07941080.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07941080.pdf" title="Zbl 07941080 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s11203-024-09310-9" aria-label="DOI for “Nonparametric estimation of the diffusion coefficient from i.i.d. S.D.E. paths”" title="10.1007/s11203-024-09310-9">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2307.03960" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7939739" value="7939739" aria-label="mark item Zbl 07939739"></div> <div class="author"><a href="/authors/di-persio.luca" title="Author Profile">Di Persio, Luca</a>; <a href="/authors/gnoatto.alessandro" title="Author Profile">Gnoatto, Alessandro</a>; <a href="/authors/patacca.marco" title="Author Profile">Patacca, Marco</a></div> <h3 class="title"> <a href="/7939739"><strong>A change of measure formula for recursive conditional expectations.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7939739">Zbl 07939739</a> </h3> <div class="source"> <a href="/serials/2501" title="Journal Profile">Int. J. Theor. Appl. Finance</a> <a href="/?q=in%3A520255" title="Articles in this Issue">27, No. 2, Article ID 2450008, 23 p. (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A91G20" title="Derivative securities (option pricing, hedging, etc.)">91G20</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> <a class="mono" href="/classification/?q=cc%3A60J74" title="Jump processes on discrete state spaces">60J74</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07939739" data-ciurl="/ci/07939739" data-biburl="/bibtex/07939739.bib" data-amsurl="/amsrefs/07939739.bib" data-xmlurl="/xml/07939739.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07939739.pdf" title="Zbl 07939739 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1142/S0219024924500080" aria-label="DOI for “A change of measure formula for recursive conditional expectations”" title="10.1142/S0219024924500080">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2111.08359" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7939078" value="7939078" aria-label="mark item Zbl 1552.60175"></div> <div class="author"><a href="/authors/sun.shengqiu" title="Author Profile">Sun, Shengqiu</a></div> <h3 class="title"> <a href="/1552.60175"><strong>Doubly reflected backward stochastic differential equations driven by $G$-Brownian motion with uniformly continuous coefficients.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1552.60175">Zbl 1552.60175</a> </h3> <div class="source"> <a href="/serials/1201" title="Journal Profile">J. Theor. Probab.</a> <a href="/?q=in%3A520220" title="Articles in this Issue">37, No. 4, 2886-2911 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A60G65" title="Nonlinear processes (e.g., $G$-Brownian motion, $G$-Lévy processes)">60G65</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1552.60175" data-ciurl="/ci/07939078" data-biburl="/bibtex/07939078.bib" data-amsurl="/amsrefs/07939078.bib" data-xmlurl="/xml/07939078.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07939078.pdf" title="Zbl 1552.60175 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s10959-024-01358-w" aria-label="DOI for “Doubly reflected backward stochastic differential equations driven by $G$-Brownian motion with uniformly continuous coefficients”" title="10.1007/s10959-024-01358-w">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7937990" value="7937990" aria-label="mark item Zbl 07937990"></div> <div class="author"><a href="/authors/tangpi.ludovic" title="Author Profile">Tangpi, Ludovic</a></div> <h3 class="title"> <a href="/7937990"><strong>A probabilistic approach to small noise limit for PDEs in the Wasserstein space.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7937990">Zbl 07937990</a> </h3> <div class="source"> <a href="/serials/451" title="Journal Profile">Indiana Univ. Math. 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Comput. Appl. Probab.</a> <a href="/?q=in%3A515600" title="Articles in this Issue">26, No. 3, Paper No. 29, 36 p. 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Appl. 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Optim. 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G.</a>; <a href="/authors/suarez-taboada.maria" title="Author Profile">Suárez-Taboada, M.</a>; <a href="/authors/castro.manuel-j" title="Author Profile">Castro, M. J.</a>; <a href="/authors/ferreiro-ferreiro.ana-maria" title="Author Profile">Ferreiro-Ferreiro, A. M.</a>; <a href="/authors/garcia-rodriguez.jose-antonio" title="Author Profile">García-Rodríguez, J. A.</a></div> <h3 class="title"> <a href="/7921395"><strong>IMEX-RK finite volume methods for nonlinear 1d parabolic PDEs. Application to option pricing.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7921395">Zbl 07921395</a> </h3> <div class="source"> Parés, Carlos (ed.) et al., Hyperbolic problems: theory, numerics, applications, HYP2022. Proceedings of the XVIII international conference, Málaga, Spain, June 20–24, 2022. Volume II. Cham: Springer. SEMA SIMAI Springer Ser. 35, 419-432 (2024). </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A65-XX" title="Numerical analysis">65-XX</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07921395" data-ciurl="/ci/07921395" data-biburl="/bibtex/07921395.bib" data-amsurl="/amsrefs/07921395.bib" data-xmlurl="/xml/07921395.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07921395.pdf" title="Zbl 07921395 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/978-3-031-55264-9_36" aria-label="DOI for “IMEX-RK finite volume methods for nonlinear 1d parabolic PDEs. Application to option pricing”" title="10.1007/978-3-031-55264-9_36">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2409.01125" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7920274" value="7920274" aria-label="mark item Zbl 07920274"></div> <div class="author"><a href="/authors/rosazza-gianin.emanuela" title="Author Profile">Rosazza Gianin, Emanuela</a>; <a href="/authors/zullino.marco" title="Author Profile">Zullino, Marco</a></div> <h3 class="title"> <a href="/7920274"><strong>Capital allocation for cash-subadditive risk measures: from BSDEs to BSVIEs.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7920274">Zbl 07920274</a> </h3> <div class="source"> <a href="/serials/9743" title="Journal Profile">Probab. Uncertain. 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Uncertain. Quant. Risk</a> <a href="/?q=in%3A518173" title="Articles in this Issue">9, No. 3, 301-338 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> <a class="mono" href="/classification/?q=cc%3A91G30" title="Interest rates, asset pricing, etc. (stochastic models)">91G30</a> <a class="mono" href="/classification/?q=cc%3A91G40" title="Credit risk">91G40</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07920273" data-ciurl="/ci/07920273" data-biburl="/bibtex/07920273.bib" data-amsurl="/amsrefs/07920273.bib" data-xmlurl="/xml/07920273.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07920273.pdf" title="Zbl 07920273 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.3934/puqr.2024014" aria-label="DOI for “Penalization schemes for BSDEs and reflected BSDEs with generalized driver”" title="10.3934/puqr.2024014">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2212.12854" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> <img tabindex="0" src="/static/img/unlock_up.svg" class="cc-license-icon" title="Open version available"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7919101" value="7919101" aria-label="mark item Zbl 1542.91022"></div> <div class="author"><a href="/authors/chen.tian" title="Author Profile">Chen, Tian</a>; <a href="/authors/du.kai" title="Author Profile">Du, Kai</a>; <a href="/authors/wu.zhen" title="Author Profile">Wu, Zhen</a></div> <h3 class="title"> <a href="/1542.91022"><strong>Partially observed mean-field game and related mean-field forward-backward stochastic differential equation.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1542.91022">Zbl 1542.91022</a> </h3> <div class="source"> <a href="/serials/484" title="Journal Profile">J. Differ. Equations</a> <a href="/?q=in%3A518106" title="Articles in this Issue">408, 409-448 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A91A16" title="Mean field games (aspects of game theory)">91A16</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1542.91022" data-ciurl="/ci/07919101" data-biburl="/bibtex/07919101.bib" data-amsurl="/amsrefs/07919101.bib" data-xmlurl="/xml/07919101.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07919101.pdf" title="Zbl 1542.91022 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.jde.2024.07.014" aria-label="DOI for “Partially observed mean-field game and related mean-field forward-backward stochastic differential equation”" title="10.1016/j.jde.2024.07.014">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7916662" value="7916662" aria-label="mark item Zbl 1546.60114"></div> <div class="author"><a href="/authors/hu.ying" title="Author Profile">Hu, Ying</a>; <a href="/authors/huang.jianhui" title="Author Profile">Huang, Jianhui</a>; <a href="/authors/li.wenqiang" title="Author Profile">Li, Wenqiang</a></div> <h3 class="title"> <a href="/1546.60114"><strong>Backward stochastic differential equations with conditional reflection and related recursive optimal control problems.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1546.60114">Zbl 1546.60114</a> </h3> <div class="source"> <a href="/serials/707" title="Journal Profile">SIAM J. Control Optim.</a> <a href="/?q=in%3A517998" title="Articles in this Issue">62, No. 5, 2557-2589 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A93E20" title="Optimal stochastic control">93E20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1546.60114" data-ciurl="/ci/07916662" data-biburl="/bibtex/07916662.bib" data-amsurl="/amsrefs/07916662.bib" data-xmlurl="/xml/07916662.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07916662.pdf" title="Zbl 1546.60114 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1137/22M1534985" aria-label="DOI for “Backward stochastic differential equations with conditional reflection and related recursive optimal control problems”" title="10.1137/22M1534985">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2211.07191" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7916038" value="7916038" aria-label="mark item Zbl 07916038"></div> <div class="author"><a href="/authors/ogihara.teppei" title="Author Profile">Ogihara, Teppei</a>; <a href="/authors/stadje.mitja" title="Author Profile">Stadje, Mitja</a></div> <h3 class="title"> <a href="/7916038"><strong>Efficient drift parameter estimation for ergodic solutions of backward SDEs.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7916038">Zbl 07916038</a> </h3> <div class="source"> <a href="/serials/202" title="Journal Profile">Scand. J. Stat.</a> <a href="/?q=in%3A517971" title="Articles in this Issue">51, No. 3, 1181-1205 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62-XX" title="Statistics">62-XX</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07916038" data-ciurl="/ci/07916038" data-biburl="/bibtex/07916038.bib" data-amsurl="/amsrefs/07916038.bib" data-xmlurl="/xml/07916038.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07916038.pdf" title="Zbl 07916038 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1111/sjos.12709" aria-label="DOI for “Efficient drift parameter estimation for ergodic solutions of backward SDEs”" title="10.1111/sjos.12709">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2109.08415" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> <a href="https://creativecommons.org/licenses/by-nc-nd/4.0/" target="_blank" title="Open Access License" class="cc-license-link no-new-tab-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/cc.svg" alt="Creative Commons CC license icon" class="cc-license-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/by.svg" alt="Creative Commons BY license icon" class="cc-license-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/nc.svg" alt="Creative Commons NC license icon" class="cc-license-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/nd.svg" alt="Creative Commons ND license icon" class="cc-license-icon"> </a> <img tabindex="0" src="/static/img/unlock_up.svg" class="cc-license-icon" title="Open version available"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7916036" value="7916036" aria-label="mark item Zbl 07916036"></div> <div class="author"><a href="/authors/denis.christophe" title="Author Profile">Denis, Christophe</a>; <a href="/authors/dion-blanc.charlotte" title="Author Profile">Dion-Blanc, Charlotte</a>; <a href="/authors/ella-mintsa.eddy" title="Author Profile">Ella-Mintsa, Eddy</a>; <a href="/authors/tran.viet-chi" title="Author Profile">Tran, Viet Chi</a></div> <h3 class="title"> <a href="/7916036"><strong>Nonparametric plug-in classifier for multiclass classification of S.D.E. paths.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7916036">Zbl 07916036</a> </h3> <div class="source"> <a href="/serials/202" title="Journal Profile">Scand. J. Stat.</a> <a href="/?q=in%3A517971" title="Articles in this Issue">51, No. 3, 1103-1160 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62-XX" title="Statistics">62-XX</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07916036" data-ciurl="/ci/07916036" data-biburl="/bibtex/07916036.bib" data-amsurl="/amsrefs/07916036.bib" data-xmlurl="/xml/07916036.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07916036.pdf" title="Zbl 07916036 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1111/sjos.12702" aria-label="DOI for “Nonparametric plug-in classifier for multiclass classification of S.D.E. paths”" title="10.1111/sjos.12702">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2212.10259" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7908359" value="7908359" aria-label="mark item Zbl 1544.91040"></div> <div class="author"><a href="/authors/?q=ai%3Aguo.li.4%7Cguo.li%7Cguo.li.1" title="Author Profile">Guo, Li</a>; <a href="/authors/wu.zhen" title="Author Profile">Wu, Zhen</a></div> <h3 class="title"> <a href="/1544.91040"><strong>Two-player zero-sum stochastic differential games with regime switching and corresponding Hamilton-Jacobi-Bellman-Isaacs’ equations.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1544.91040">Zbl 1544.91040</a> </h3> <div class="source"> <a href="/serials/2974" title="Journal Profile">Commun. Pure Appl. Anal.</a> <a href="/?q=in%3A516860" title="Articles in this Issue">23, No. 8, 1140-1166 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A91A15" title="Stochastic games, stochastic differential games">91A15</a> <a class="mono" href="/classification/?q=cc%3A91A10" title="Noncooperative games">91A10</a> <a class="mono" href="/classification/?q=cc%3A91A05" title="2-person games">91A05</a> <a class="mono" href="/classification/?q=cc%3A49L12" title="Hamilton-Jacobi equations in optimal control and differential games">49L12</a> <a class="mono" href="/classification/?q=cc%3A49L20" title="Dynamic programming in optimal control and differential games">49L20</a> <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1544.91040" data-ciurl="/ci/07908359" data-biburl="/bibtex/07908359.bib" data-amsurl="/amsrefs/07908359.bib" data-xmlurl="/xml/07908359.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07908359.pdf" title="Zbl 1544.91040 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.3934/cpaa.2024051" aria-label="DOI for “Two-player zero-sum stochastic differential games with regime switching and corresponding Hamilton-Jacobi-Bellman-Isaacs' equations”" title="10.3934/cpaa.2024051">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7906238" value="7906238" aria-label="mark item Zbl 1546.93820"></div> <div class="author"><a href="/authors/wang.hanxiao" title="Author Profile">Wang, Hanxiao</a>; <a href="/authors/yong.jiongmin" title="Author Profile">Yong, Jiongmin</a>; <a href="/authors/zhou.chao" title="Author Profile">Zhou, Chao</a></div> <h3 class="title"> <a href="/1546.93820"><strong>Optimal controls for forward-backward stochastic differential equations: time-inconsistency and time-consistent solutions.</strong></a> <i>(English. French summary)</i> <a class="label nowrap" href="/1546.93820">Zbl 1546.93820</a> </h3> <div class="source"> <a href="/serials/1597" title="Journal Profile">J. Math. Pures Appl. (9)</a> <a href="/?q=in%3A516738" title="Articles in this Issue">190, Article ID 103603, 60 p. (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A93E20" title="Optimal stochastic control">93E20</a> <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A60H20" title="Stochastic integral equations">60H20</a> <a class="mono" href="/classification/?q=cc%3A45D05" title="Volterra integral equations">45D05</a> <a class="mono" href="/classification/?q=cc%3A35K10" title="Second-order parabolic equations">35K10</a> <a class="mono" href="/classification/?q=cc%3A49L12" title="Hamilton-Jacobi equations in optimal control and differential games">49L12</a> <a class="mono" href="/classification/?q=cc%3A91A65" title="Hierarchical games (including Stackelberg games)">91A65</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1546.93820" data-ciurl="/ci/07906238" data-biburl="/bibtex/07906238.bib" data-amsurl="/amsrefs/07906238.bib" data-xmlurl="/xml/07906238.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07906238.pdf" title="Zbl 1546.93820 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.matpur.2024.103603" aria-label="DOI for “Optimal controls for forward-backward stochastic differential equations: time-inconsistency and time-consistent solutions”" title="10.1016/j.matpur.2024.103603">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2209.08994" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> <img tabindex="0" src="/static/img/unlock_up.svg" class="cc-license-icon" title="Open version available"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7904808" value="7904808" aria-label="mark item Zbl 1544.60067"></div> <div class="author"><a href="/authors/hu.ying" title="Author Profile">Hu, Ying</a>; <a href="/authors/wen.jiaqiang" title="Author Profile">Wen, Jiaqiang</a>; <a href="/authors/xiong.jie" title="Author Profile">Xiong, Jie</a></div> <h3 class="title"> <a href="/1544.60067"><strong>Backward doubly stochastic differential equations and SPDEs with quadratic growth.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1544.60067">Zbl 1544.60067</a> </h3> <div class="source"> <a href="/serials/1642" title="Journal Profile">Stochastic Processes Appl.</a> <a href="/?q=in%3A516664" title="Articles in this Issue">175, Article ID 104405, 22 p. (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A60H15" title="Stochastic partial differential equations (aspects of stochastic analysis)">60H15</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1544.60067" data-ciurl="/ci/07904808" data-biburl="/bibtex/07904808.bib" data-amsurl="/amsrefs/07904808.bib" data-xmlurl="/xml/07904808.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07904808.pdf" title="Zbl 1544.60067 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.spa.2024.104405" aria-label="DOI for “Backward doubly stochastic differential equations and SPDEs with quadratic growth”" title="10.1016/j.spa.2024.104405">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2205.05289" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7904064" value="7904064" aria-label="mark item Zbl 1546.60078"></div> <div class="author"><a href="/authors/grigorova.miryana" title="Author Profile">Grigorova, Miryana</a>; <a href="/authors/quenez.marie-claire" title="Author Profile">Quenez, Marie-Claire</a>; <a href="/authors/yuan.peng" title="Author Profile">Yuan, Peng</a></div> <h3 class="title"> <a href="/1546.60078"><strong>Optimal stopping: Bermudan strategies meet non-linear evaluations.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1546.60078">Zbl 1546.60078</a> </h3> <div class="source"> <a href="/serials/2165" title="Journal Profile">Electron. J. Probab.</a> <a href="/?q=in%3A507957" title="Articles in this Issue">29, Paper No. 102, 29 p. (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60G40" title="Stopping times; optimal stopping problems; gambling theory">60G40</a> <a class="mono" href="/classification/?q=cc%3A90C39" title="Dynamic programming">90C39</a> <a class="mono" href="/classification/?q=cc%3A60G48" title="Generalizations of martingales">60G48</a> <a class="mono" href="/classification/?q=cc%3A91G20" title="Derivative securities (option pricing, hedging, etc.)">91G20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1546.60078" data-ciurl="/ci/07904064" data-biburl="/bibtex/07904064.bib" data-amsurl="/amsrefs/07904064.bib" data-xmlurl="/xml/07904064.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07904064.pdf" title="Zbl 1546.60078 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1214/24-EJP1164" aria-label="DOI for “Optimal stopping: Bermudan strategies meet non-linear evaluations”" title="10.1214/24-EJP1164">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2301.11102" title="Note: arXiv document may differ from published version">arXiv</a> <a class="btn btn-default btn-xs" type="button" href="https://projecteuclid.org/journals/electronic-journal-of-probability/volume-29/issue-none/Optimal-stopping-Bermudan-strategies-meet-non-linear-evaluations/10.1214/24-EJP1164.full" title="Full Text Link">Link</a> </div> <div class="sfx" style="float: right;"> <a href="https://creativecommons.org/licenses/by/4.0/" target="_blank" title="Open Access License" class="cc-license-link no-new-tab-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/cc.svg" alt="Creative Commons CC license icon" class="cc-license-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/by.svg" alt="Creative Commons BY license icon" class="cc-license-icon"> </a> <img tabindex="0" src="/static/img/unlock_up.svg" class="cc-license-icon" title="Open version available"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7901497" value="7901497" aria-label="mark item Zbl 1543.60065"></div> <div class="author"><a href="/authors/jiang.weimin.2" title="Author Profile">Jiang, Weimin</a>; <a href="/authors/li.juan" title="Author Profile">Li, Juan</a>; <a href="/authors/wei.qingmeng" title="Author Profile">Wei, Qingmeng</a></div> <h3 class="title"> <a href="/1543.60065"><strong>General mean-field BSDEs with diagonally quadratic generator in multi-dimension.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1543.60065">Zbl 1543.60065</a> </h3> <div class="source"> <a href="/serials/2177" title="Journal Profile">Discrete Contin. Dyn. Syst.</a> <a href="/?q=in%3A516385" title="Articles in this Issue">44, No. 10, 2957-2984 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1543.60065" data-ciurl="/ci/07901497" data-biburl="/bibtex/07901497.bib" data-amsurl="/amsrefs/07901497.bib" data-xmlurl="/xml/07901497.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07901497.pdf" title="Zbl 1543.60065 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.3934/dcds.2024049" aria-label="DOI for “General mean-field BSDEs with diagonally quadratic generator in multi-dimension”" title="10.3934/dcds.2024049">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2310.14694" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7900859" value="7900859" aria-label="mark item Zbl 1552.60161"></div> <div class="author"><a href="/authors/li.hanwu" title="Author Profile">Li, Hanwu</a>; <a href="/authors/liu.guomin" title="Author Profile">Liu, Guomin</a></div> <h3 class="title"> <a href="/1552.60161"><strong>Multi-dimensional reflected backward stochastic differential equations driven by $G$-Brownian motion with diagonal generators.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1552.60161">Zbl 1552.60161</a> </h3> <div class="source"> <a href="/serials/1201" title="Journal Profile">J. Theor. Probab.</a> <a href="/?q=in%3A516347" title="Articles in this Issue">37, No. 3, 2615-2645 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A60G65" title="Nonlinear processes (e.g., $G$-Brownian motion, $G$-Lévy processes)">60G65</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1552.60161" data-ciurl="/ci/07900859" data-biburl="/bibtex/07900859.bib" data-amsurl="/amsrefs/07900859.bib" data-xmlurl="/xml/07900859.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07900859.pdf" title="Zbl 1552.60161 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s10959-024-01334-4" aria-label="DOI for “Multi-dimensional reflected backward stochastic differential equations driven by $G$-Brownian motion with diagonal generators”" title="10.1007/s10959-024-01334-4">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2108.09012" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7898566" value="7898566" aria-label="mark item Zbl 1543.60066"></div> <div class="author"><a href="/authors/kim.kon-gun" title="Author Profile">Kim, Kon-Gun</a>; <a href="/authors/kim.mun-chol" title="Author Profile">Kim, Mun-Chol</a>; <a href="/authors/hwang.ho-jin" title="Author Profile">Hwang, Ho-Jin</a></div> <h3 class="title"> <a href="/1543.60066"><strong>Representation of solutions to quadratic 2BSDEs with unbounded terminal values.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1543.60066">Zbl 1543.60066</a> </h3> <div class="source"> <a href="/serials/916" title="Journal Profile">Stat. Probab. Lett.</a> <a href="/?q=in%3A516176" title="Articles in this Issue">213, Article ID 110191, 11 p. (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1543.60066" data-ciurl="/ci/07898566" data-biburl="/bibtex/07898566.bib" data-amsurl="/amsrefs/07898566.bib" data-xmlurl="/xml/07898566.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07898566.pdf" title="Zbl 1543.60066 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.spl.2024.110191" aria-label="DOI for “Representation of solutions to quadratic 2BSDEs with unbounded terminal values”" title="10.1016/j.spl.2024.110191">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7897765" value="7897765" aria-label="mark item Zbl 1545.49037"></div> <div class="author"><a href="/authors/feng.xinwei" title="Author Profile">Feng, Xinwei</a>; <a href="/authors/lin.yiwei" title="Author Profile">Lin, Yiwei</a></div> <h3 class="title"> <a href="/1545.49037"><strong>Mixed Nash games and social optima for linear-quadratic forward-backward mean-field systems.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1545.49037">Zbl 1545.49037</a> </h3> <div class="source"> <a href="/serials/7354" title="Journal Profile">Math. Control Relat. Fields</a> <a href="/?q=in%3A516131" title="Articles in this Issue">14, No. 3, 1193-1220 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A49N80" title="Mean field games and control">49N80</a> <a class="mono" href="/classification/?q=cc%3A49K45" title="Optimality conditions for problems involving randomness">49K45</a> <a class="mono" href="/classification/?q=cc%3A49N10" title="Linear-quadratic optimal control problems">49N10</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1545.49037" data-ciurl="/ci/07897765" data-biburl="/bibtex/07897765.bib" data-amsurl="/amsrefs/07897765.bib" data-xmlurl="/xml/07897765.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07897765.pdf" title="Zbl 1545.49037 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.3934/mcrf.2023038" aria-label="DOI for “Mixed Nash games and social optima for linear-quadratic forward-backward mean-field systems”" title="10.3934/mcrf.2023038">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7891423" value="7891423" aria-label="mark item Zbl 1546.60093"></div> <div class="author"><a href="/authors/gu.zihao" title="Author Profile">Gu, Zihao</a>; <a href="/authors/lin.yiqing" title="Author Profile">Lin, Yiqing</a>; <a href="/authors/xu.kun.8" title="Author Profile">Xu, Kun</a></div> <h3 class="title"> <a href="/1546.60093"><strong>Mean reflected BSDE driven by a marked point process and application in insurance risk management.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1546.60093">Zbl 1546.60093</a> </h3> <div class="source"> <a href="/serials/2308" title="Journal Profile">ESAIM, Control Optim. Calc. Var.</a> <a href="/?q=in%3A507951" title="Articles in this Issue">30, Paper No. 51, 23 p. (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60G55" title="Point processes (e.g., Poisson, Cox, Hawkes processes)">60G55</a> <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A91G20" title="Derivative securities (option pricing, hedging, etc.)">91G20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1546.60093" data-ciurl="/ci/07891423" data-biburl="/bibtex/07891423.bib" data-amsurl="/amsrefs/07891423.bib" data-xmlurl="/xml/07891423.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07891423.pdf" title="Zbl 1546.60093 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1051/cocv/2024040" aria-label="DOI for “Mean reflected BSDE driven by a marked point process and application in insurance risk management”" title="10.1051/cocv/2024040">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2310.15203" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> <a href="https://creativecommons.org/licenses/by/4.0/" target="_blank" title="Open Access License" class="cc-license-link no-new-tab-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/cc.svg" alt="Creative Commons CC license icon" class="cc-license-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/by.svg" alt="Creative Commons BY license icon" class="cc-license-icon"> </a> <img tabindex="0" src="/static/img/unlock_up.svg" class="cc-license-icon" title="Open version available"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7885782" value="7885782" aria-label="mark item Zbl 1544.93763"></div> <div class="author"><a href="/authors/fan.shengjun" title="Author Profile">Fan, Shengjun</a>; <a href="/authors/hu.ying" title="Author Profile">Hu, Ying</a>; <a href="/authors/tang.shanjian" title="Author Profile">Tang, Shanjian</a></div> <h3 class="title"> <a href="/1544.93763"><strong>Scalar BSDEs of iterated-logarithmically sub-linear generators with integrable terminal values.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1544.93763">Zbl 1544.93763</a> </h3> <div class="source"> <a href="/serials/870" title="Journal Profile">Syst. Control Lett.</a> <a href="/?q=in%3A515335" title="Articles in this Issue">188, Article ID 105805, 9 p. (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A93E03" title="Stochastic systems in control theory (general)">93E03</a> <a class="mono" href="/classification/?q=cc%3A93C15" title="Control/observation systems governed by ordinary differential equations">93C15</a> <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1544.93763" data-ciurl="/ci/07885782" data-biburl="/bibtex/07885782.bib" data-amsurl="/amsrefs/07885782.bib" data-xmlurl="/xml/07885782.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07885782.pdf" title="Zbl 1544.93763 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.sysconle.2024.105805" aria-label="DOI for “Scalar BSDEs of iterated-logarithmically sub-linear generators with integrable terminal values”" title="10.1016/j.sysconle.2024.105805">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2307.11300" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7878490" value="7878490" aria-label="mark item Zbl 1552.60134"></div> <div class="author"><a href="/authors/adachi.kazuki" title="Author Profile">Adachi, Kazuki</a>; <a href="/authors/xie.bin" title="Author Profile">Xie, Bin</a></div> <h3 class="title"> <a href="/1552.60134"><strong>One dimensional BSDEs with critical integrable terminal values and infinite time horizon.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1552.60134">Zbl 1552.60134</a> </h3> <div class="source"> <a href="/serials/870" title="Journal Profile">Syst. Control Lett.</a> <a href="/?q=in%3A514920" title="Articles in this Issue">187, Article ID 105779, 6 p. (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1552.60134" data-ciurl="/ci/07878490" data-biburl="/bibtex/07878490.bib" data-amsurl="/amsrefs/07878490.bib" data-xmlurl="/xml/07878490.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07878490.pdf" title="Zbl 1552.60134 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.sysconle.2024.105779" aria-label="DOI for “One dimensional BSDEs with critical integrable terminal values and infinite time horizon”" title="10.1016/j.sysconle.2024.105779">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7875915" value="7875915" aria-label="mark item Zbl 07875915"></div> <div class="author"><a href="/authors/chen.xin.8" title="Author Profile">Chen, Xin</a>; <a href="/authors/yuan.yue" title="Author Profile">Yuan, Yue</a>; <a href="/authors/yuan.dongmei" title="Author Profile">Yuan, Dongmei</a>; <a href="/authors/ge.xiao" title="Author Profile">Ge, Xiao</a></div> <h3 class="title"> <a href="/7875915"><strong>Optimal control for both forward and backward discrete-time systems.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7875915">Zbl 07875915</a> </h3> <div class="source"> <a href="/serials/556" title="Journal Profile">Math. Comput. Simul.</a> <a href="/?q=in%3A514796" title="Articles in this Issue">221, 298-314 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A49-XX" title="Calculus of variations and optimal control; optimization">49-XX</a> <a class="mono" href="/classification/?q=cc%3A93-XX" title="Systems theory; control">93-XX</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07875915" data-ciurl="/ci/07875915" data-biburl="/bibtex/07875915.bib" data-amsurl="/amsrefs/07875915.bib" data-xmlurl="/xml/07875915.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07875915.pdf" title="Zbl 07875915 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.matcom.2024.03.009" aria-label="DOI for “Optimal control for both forward and backward discrete-time systems”" title="10.1016/j.matcom.2024.03.009">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7874382" value="7874382" aria-label="mark item Zbl 1549.65019"></div> <div class="author"><a href="/authors/xu.yafei" title="Author Profile">Xu, Yafei</a>; <a href="/authors/zhao.weidong" title="Author Profile">Zhao, Weidong</a></div> <h3 class="title"> <a href="/1549.65019"><strong>Richardson extrapolation of the Crank-Nicolson scheme for backward stochastic differential equations.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1549.65019">Zbl 1549.65019</a> </h3> <div class="source"> <a href="/serials/3193" title="Journal Profile">Int. J. Numer. Anal. Model.</a> <a href="/?q=in%3A514690" title="Articles in this Issue">21, No. 2, 268-294 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A65C30" title="Numerical solutions to stochastic differential and integral equations">65C30</a> <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A60H35" title="Computational methods for stochastic equations (aspects of stochastic analysis)">60H35</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1549.65019" data-ciurl="/ci/07874382" data-biburl="/bibtex/07874382.bib" data-amsurl="/amsrefs/07874382.bib" data-xmlurl="/xml/07874382.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07874382.pdf" title="Zbl 1549.65019 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.4208/ijnam2024-1011" aria-label="DOI for “Richardson extrapolation of the Crank-Nicolson scheme for backward stochastic differential equations”" title="10.4208/ijnam2024-1011">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7873830" value="7873830" aria-label="mark item Zbl 1540.60107"></div> <div class="author"><a href="/authors/?q=ai%3Achen.cui.1%7Cchen.cui" title="Author Profile">Chen, Cui</a>; <a href="/authors/yu.zhiyong" title="Author Profile">Yu, Zhiyong</a></div> <h3 class="title"> <a href="/1540.60107"><strong>Exact controllability for mean-field type linear game-based control systems.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1540.60107">Zbl 1540.60107</a> </h3> <div class="source"> <a href="/serials/333" title="Journal Profile">Appl. Math. Optim.</a> <a href="/?q=in%3A514666" title="Articles in this Issue">90, No. 1, Paper No. 3, 34 p. (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A49N10" title="Linear-quadratic optimal control problems">49N10</a> <a class="mono" href="/classification/?q=cc%3A93B05" title="Controllability">93B05</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1540.60107" data-ciurl="/ci/07873830" data-biburl="/bibtex/07873830.bib" data-amsurl="/amsrefs/07873830.bib" data-xmlurl="/xml/07873830.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07873830.pdf" title="Zbl 1540.60107 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s00245-024-10149-y" aria-label="DOI for “Exact controllability for mean-field type linear game-based control systems”" title="10.1007/s00245-024-10149-y">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2302.03404" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7873316" value="7873316" aria-label="mark item Zbl 1540.60115"></div> <div class="author"><a href="/authors/ju.jingnan" title="Author Profile">Ju, Jingnan</a>; <a href="/authors/tang.shanjian" title="Author Profile">Tang, Shanjian</a></div> <h3 class="title"> <a href="/1540.60115"><strong>Markovian quadratic BSDEs with an unbounded sub-quadratic growth.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1540.60115">Zbl 1540.60115</a> </h3> <div class="source"> <a href="/serials/953" title="Journal Profile">Chin. Ann. Math., Ser. B</a> <a href="/?q=in%3A514620" title="Articles in this Issue">45, No. 3, 441-462 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1540.60115" data-ciurl="/ci/07873316" data-biburl="/bibtex/07873316.bib" data-amsurl="/amsrefs/07873316.bib" data-xmlurl="/xml/07873316.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07873316.pdf" title="Zbl 1540.60115 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s11401-024-0022-8" aria-label="DOI for “Markovian quadratic BSDEs with an unbounded sub-quadratic growth”" title="10.1007/s11401-024-0022-8">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7867065" value="7867065" aria-label="mark item Zbl 1540.60109"></div> <div class="author"><a href="/authors/di-nunno.giulia" title="Author Profile">Di Nunno, Giulia</a>; <a href="/authors/rosazza-gianin.emanuela" title="Author Profile">Rosazza Gianin, Emanuela</a></div> <h3 class="title"> <a href="/1540.60109"><strong>Fully dynamic risk measures: horizon risk, time-consistency, and relations with BSDEs and BSVIEs.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1540.60109">Zbl 1540.60109</a> </h3> <div class="source"> <a href="/serials/6655" title="Journal Profile">SIAM J. Financ. Math.</a> <a href="/?q=in%3A512604" title="Articles in this Issue">15, No. 2, 399-435 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A60H20" title="Stochastic integral equations">60H20</a> <a class="mono" href="/classification/?q=cc%3A91B70" title="Stochastic models in economics">91B70</a> <a class="mono" href="/classification/?q=cc%3A91G70" title="Statistical methods; risk measures">91G70</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1540.60109" data-ciurl="/ci/07867065" data-biburl="/bibtex/07867065.bib" data-amsurl="/amsrefs/07867065.bib" data-xmlurl="/xml/07867065.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07867065.pdf" title="Zbl 1540.60109 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1137/23M1546804" aria-label="DOI for “Fully dynamic risk measures: horizon risk, time-consistency, and relations with BSDEs and BSVIEs”" title="10.1137/23M1546804">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2301.04971" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7866366" value="7866366" aria-label="mark item Zbl 1544.93843"></div> <div class="author"><a href="/authors/?q=ai%3Aguo.li.4%7Cguo.li%7Cguo.li.1" title="Author Profile">Guo, Li</a>; <a href="/authors/wu.zhen" title="Author Profile">Wu, Zhen</a></div> <h3 class="title"> <a href="/1544.93843"><strong>Dynamic programming principle for one kind of stochastic recursive optimal control problem with Markovian switching.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1544.93843">Zbl 1544.93843</a> </h3> <div class="source"> <a href="/serials/7354" title="Journal Profile">Math. Control Relat. Fields</a> <a href="/?q=in%3A513941" title="Articles in this Issue">14, No. 2, 627-647 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A93E20" title="Optimal stochastic control">93E20</a> <a class="mono" href="/classification/?q=cc%3A49L20" title="Dynamic programming in optimal control and differential games">49L20</a> <a class="mono" href="/classification/?q=cc%3A49L12" title="Hamilton-Jacobi equations in optimal control and differential games">49L12</a> <a class="mono" href="/classification/?q=cc%3A49L25" title="Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games">49L25</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1544.93843" data-ciurl="/ci/07866366" data-biburl="/bibtex/07866366.bib" data-amsurl="/amsrefs/07866366.bib" data-xmlurl="/xml/07866366.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07866366.pdf" title="Zbl 1544.93843 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.3934/mcrf.2023019" aria-label="DOI for “Dynamic programming principle for one kind of stochastic recursive optimal control problem with Markovian switching”" title="10.3934/mcrf.2023019">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7864358" value="7864358" aria-label="mark item Zbl 1540.60111"></div> <div class="author"><a href="/authors/elhachemy.mohammed" title="Author Profile">Elhachemy, Mohammed</a>; <a href="/authors/el-otmani.mohamed" title="Author Profile">El Otmani, Mohamed</a></div> <h3 class="title"> <a href="/1540.60111"><strong>Doubly reflected generalized BSDEs with jumps and an obstacle problem of parabolic IPDEs with nonlinear Neumann boundary conditions.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1540.60111">Zbl 1540.60111</a> </h3> <div class="source"> <a href="/serials/2060" title="Journal Profile">Random Oper. Stoch. Equ.</a> <a href="/?q=in%3A513719" title="Articles in this Issue">32, No. 2, 107-134 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> <a class="mono" href="/classification/?q=cc%3A35D40" title="Viscosity solutions to PDEs">35D40</a> <a class="mono" href="/classification/?q=cc%3A35R09" title="Integro-partial differential equations">35R09</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1540.60111" data-ciurl="/ci/07864358" data-biburl="/bibtex/07864358.bib" data-amsurl="/amsrefs/07864358.bib" data-xmlurl="/xml/07864358.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07864358.pdf" title="Zbl 1540.60111 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1515/rose-2024-2002" aria-label="DOI for “Doubly reflected generalized BSDEs with jumps and an obstacle problem of parabolic IPDEs with nonlinear Neumann boundary conditions”" title="10.1515/rose-2024-2002">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7864355" value="7864355" aria-label="mark item Zbl 1545.65008"></div> <div class="author"><a href="/authors/gnameho.kossi" title="Author Profile">Gnameho, Kossi</a>; <a href="/authors/stadje.mitja" title="Author Profile">Stadje, Mitja</a>; <a href="/authors/pelsser.antoon-a-j" title="Author Profile">Pelsser, Antoon</a></div> <h3 class="title"> <a href="/1545.65008"><strong>A gradient method for high-dimensional BSDEs.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1545.65008">Zbl 1545.65008</a> </h3> <div class="source"> <a href="/serials/2120" title="Journal Profile">Monte Carlo Methods Appl.</a> <a href="/?q=in%3A513718" title="Articles in this Issue">30, No. 2, 183-203 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A65C05" title="Monte Carlo methods">65C05</a> <a class="mono" href="/classification/?q=cc%3A65C40" title="Numerical analysis or methods applied to Markov chains">65C40</a> <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1545.65008" data-ciurl="/ci/07864355" data-biburl="/bibtex/07864355.bib" data-amsurl="/amsrefs/07864355.bib" data-xmlurl="/xml/07864355.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07864355.pdf" title="Zbl 1545.65008 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1515/mcma-2024-2002" aria-label="DOI for “A gradient method for high-dimensional BSDEs”" title="10.1515/mcma-2024-2002">DOI</a> </div> <div class="sfx" style="float: right;"> <a href="https://creativecommons.org/licenses/by/4.0/" target="_blank" title="Open Access License" class="cc-license-link no-new-tab-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/cc.svg" alt="Creative Commons CC license icon" class="cc-license-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/by.svg" alt="Creative Commons BY license icon" class="cc-license-icon"> </a> <img tabindex="0" src="/static/img/unlock_up.svg" class="cc-license-icon" title="Open version available"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7859355" value="7859355" aria-label="mark item Zbl 1537.91360"></div> <div class="author"><a href="/authors/mastrogiacomo.elisa" title="Author Profile">Mastrogiacomo, Elisa</a>; <a href="/authors/rosazza-gianin.emanuela" title="Author Profile">Rosazza Gianin, Emanuela</a></div> <h3 class="title"> <a href="/1537.91360"><strong>Dynamic capital allocation rules via BSDEs: an axiomatic approach.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1537.91360">Zbl 1537.91360</a> </h3> <div class="source"> <a href="/serials/1319" title="Journal Profile">Ann. Oper. Res.</a> <a href="/?q=in%3A513093" title="Articles in this Issue">336, No. 1-2, 749-772 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A91G70" title="Statistical methods; risk measures">91G70</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1537.91360" data-ciurl="/ci/07859355" data-biburl="/bibtex/07859355.bib" data-amsurl="/amsrefs/07859355.bib" data-xmlurl="/xml/07859355.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07859355.pdf" title="Zbl 1537.91360 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s10479-022-04917-8" aria-label="DOI for “Dynamic capital allocation rules via BSDEs: an axiomatic approach”" title="10.1007/s10479-022-04917-8">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2112.08832" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> <a href="https://creativecommons.org/licenses/by/4.0/" target="_blank" title="Open Access License" class="cc-license-link no-new-tab-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/cc.svg" alt="Creative Commons CC license icon" class="cc-license-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/by.svg" alt="Creative Commons BY license icon" class="cc-license-icon"> </a> <img tabindex="0" src="/static/img/unlock_up.svg" class="cc-license-icon" title="Open version available"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7854763" value="7854763" aria-label="mark item Zbl 1552.60171"></div> <div class="author"><a href="/authors/possamai.dylan" title="Author Profile">Possamaï, Dylan</a>; <a href="/authors/rodrigues.marco-a-m" title="Author Profile">Rodrigues, Marco</a></div> <h3 class="title"> <a href="/1552.60171"><strong>Reflections on BSDEs.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1552.60171">Zbl 1552.60171</a> </h3> <div class="source"> <a href="/serials/2165" title="Journal Profile">Electron. J. Probab.</a> <a href="/?q=in%3A507957" title="Articles in this Issue">29, Paper No. 66, 82 p. (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A60H20" title="Stochastic integral equations">60H20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1552.60171" data-ciurl="/ci/07854763" data-biburl="/bibtex/07854763.bib" data-amsurl="/amsrefs/07854763.bib" data-xmlurl="/xml/07854763.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07854763.pdf" title="Zbl 1552.60171 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1214/24-EJP1123" aria-label="DOI for “Reflections on BSDEs”" title="10.1214/24-EJP1123">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2306.14615" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> <a href="https://creativecommons.org/licenses/by/4.0/" target="_blank" title="Open Access License" class="cc-license-link no-new-tab-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/cc.svg" alt="Creative Commons CC license icon" class="cc-license-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/by.svg" alt="Creative Commons BY license icon" class="cc-license-icon"> </a> <img tabindex="0" src="/static/img/unlock_up.svg" class="cc-license-icon" title="Open version available"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7850604" value="7850604" aria-label="mark item Zbl 1537.91292"></div> <div class="author"><a href="/authors/zhang.yumo" title="Author Profile">Zhang, Yumo</a></div> <h3 class="title"> <a href="/1537.91292"><strong>Non-zero-sum stochastic differential games for asset-liability management with stochastic inflation and stochastic volatility.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1537.91292">Zbl 1537.91292</a> </h3> <div class="source"> <a href="/serials/2655" title="Journal Profile">Methodol. Comput. Appl. Probab.</a> <a href="/?q=in%3A510449" title="Articles in this Issue">26, No. 1, Paper No. 7, 47 p. (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A91G10" title="Portfolio theory">91G10</a> <a class="mono" href="/classification/?q=cc%3A91A15" title="Stochastic games, stochastic differential games">91A15</a> <a class="mono" href="/classification/?q=cc%3A93E20" title="Optimal stochastic control">93E20</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1537.91292" data-ciurl="/ci/07850604" data-biburl="/bibtex/07850604.bib" data-amsurl="/amsrefs/07850604.bib" data-xmlurl="/xml/07850604.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07850604.pdf" title="Zbl 1537.91292 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s11009-024-10072-3" aria-label="DOI for “Non-zero-sum stochastic differential games for asset-liability management with stochastic inflation and stochastic volatility”" title="10.1007/s11009-024-10072-3">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7843818" value="7843818" aria-label="mark item Zbl 1536.60058"></div> <div class="author"><a href="/authors/kaneko.akihiro" title="Author Profile">Kaneko, Akihiro</a></div> <h3 class="title"> <a href="/1536.60058"><strong>Multi-stage Euler-Maruyama methods for backward stochastic differential equations driven by continuous-time Markov chains.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1536.60058">Zbl 1536.60058</a> </h3> <div class="source"> <a href="/serials/1356" title="Journal Profile">Japan J. Ind. Appl. Math.</a> <a href="/?q=in%3A511901" title="Articles in this Issue">41, No. 2, 1223-1276 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H35" title="Computational methods for stochastic equations (aspects of stochastic analysis)">60H35</a> <a class="mono" href="/classification/?q=cc%3A65C30" title="Numerical solutions to stochastic differential and integral equations">65C30</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1536.60058" data-ciurl="/ci/07843818" data-biburl="/bibtex/07843818.bib" data-amsurl="/amsrefs/07843818.bib" data-xmlurl="/xml/07843818.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07843818.pdf" title="Zbl 1536.60058 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s13160-024-00649-3" aria-label="DOI for “Multi-stage Euler-Maruyama methods for backward stochastic differential equations driven by continuous-time Markov chains”" title="10.1007/s13160-024-00649-3">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2311.08826" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7842751" value="7842751" aria-label="mark item Zbl 1539.91126"></div> <div class="author"><a href="/authors/zhang.yumo" title="Author Profile">Zhang, Yumo</a></div> <h3 class="title"> <a href="/1539.91126"><strong>Robust optimal asset-liability management under square-root factor processes and model ambiguity: a BSDE approach.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1539.91126">Zbl 1539.91126</a> </h3> <div class="source"> <a href="/serials/2878" title="Journal Profile">Stoch. Models</a> <a href="/?q=in%3A511826" title="Articles in this Issue">40, No. 2, 167-223 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A91G15" title="Financial markets">91G15</a> <a class="mono" href="/classification/?q=cc%3A93E20" title="Optimal stochastic control">93E20</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> <a class="mono" href="/classification/?q=cc%3A91G05" title="Actuarial mathematics">91G05</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1539.91126" data-ciurl="/ci/07842751" data-biburl="/bibtex/07842751.bib" data-amsurl="/amsrefs/07842751.bib" data-xmlurl="/xml/07842751.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07842751.pdf" title="Zbl 1539.91126 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/15326349.2023.2221822" aria-label="DOI for “Robust optimal asset-liability management under square-root factor processes and model ambiguity: a BSDE approach”" title="10.1080/15326349.2023.2221822">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7842600" value="7842600" aria-label="mark item Zbl 1536.91329"></div> <div class="author"><a href="/authors/brigo.damiano" title="Author Profile">Brigo, Damiano</a>; <a href="/authors/graceffa.federico" title="Author Profile">Graceffa, Federico</a>; <a href="/authors/?q=ai%3Akalinin.alexandr-a%7Ckalinin.alexander-v" title="Author Profile">Kalinin, Alexander</a></div> <h3 class="title"> <a href="/1536.91329"><strong>Mild to classical solutions for XVA equations under stochastic volatility.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1536.91329">Zbl 1536.91329</a> </h3> <div class="source"> <a href="/serials/6655" title="Journal Profile">SIAM J. Financ. Math.</a> <a href="/?q=in%3A507693" title="Articles in this Issue">15, No. 1, 215-254 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A91G20" title="Derivative securities (option pricing, hedging, etc.)">91G20</a> <a class="mono" href="/classification/?q=cc%3A60G40" title="Stopping times; optimal stopping problems; gambling theory">60G40</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> <a class="mono" href="/classification/?q=cc%3A35K58" title="Semilinear parabolic equations">35K58</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1536.91329" data-ciurl="/ci/07842600" data-biburl="/bibtex/07842600.bib" data-amsurl="/amsrefs/07842600.bib" data-xmlurl="/xml/07842600.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07842600.pdf" title="Zbl 1536.91329 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1137/22M1506882" aria-label="DOI for “Mild to classical solutions for XVA equations under stochastic volatility”" title="10.1137/22M1506882">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2112.11808" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7842012" value="7842012" aria-label="mark item Zbl 1536.91043"></div> <div class="author"><a href="/authors/?q=ai%3Ali.na.8%7Cli.na.17%7Cli.na.2%7Cli.na.4%7Cli.na.5%7Cli.na.6%7Cli.na.3%7Cli.na" title="Author Profile">Li, Na</a>; <a href="/authors/wang.shujun" title="Author Profile">Wang, Shujun</a></div> <h3 class="title"> <a href="/1536.91043"><strong>Linear-quadratic stochastic Stackelberg games of $N$ players for time-delay systems and related FBSDEs.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1536.91043">Zbl 1536.91043</a> </h3> <div class="source"> <a href="/serials/333" title="Journal Profile">Appl. Math. Optim.</a> <a href="/?q=in%3A511752" title="Articles in this Issue">89, No. 3, Paper No. 67, 47 p. (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A91A15" title="Stochastic games, stochastic differential games">91A15</a> <a class="mono" href="/classification/?q=cc%3A91A65" title="Hierarchical games (including Stackelberg games)">91A65</a> <a class="mono" href="/classification/?q=cc%3A91A06" title="$n$-person games, $n>2$">91A06</a> <a class="mono" href="/classification/?q=cc%3A49N10" title="Linear-quadratic optimal control problems">49N10</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1536.91043" data-ciurl="/ci/07842012" data-biburl="/bibtex/07842012.bib" data-amsurl="/amsrefs/07842012.bib" data-xmlurl="/xml/07842012.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07842012.pdf" title="Zbl 1536.91043 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s00245-024-10132-7" aria-label="DOI for “Linear-quadratic stochastic Stackelberg games of $N$ players for time-delay systems and related FBSDEs”" title="10.1007/s00245-024-10132-7">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7837349" value="7837349" aria-label="mark item Zbl 1536.93980"></div> <div class="author"><a href="/authors/ji.shaolin" title="Author Profile">Ji, Shaolin</a>; <a href="/authors/xu.rundong" title="Author Profile">Xu, Rundong</a></div> <h3 class="title"> <a href="/1536.93980"><strong>A stochastic maximum principle for forward-backward stochastic control systems with quadratic generators and sample-wise constraints.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1536.93980">Zbl 1536.93980</a> </h3> <div class="source"> <a href="/serials/2308" title="Journal Profile">ESAIM, Control Optim. Calc. Var.</a> <a href="/?q=in%3A507951" title="Articles in this Issue">30, Paper No. 29, 25 p. (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A93E20" title="Optimal stochastic control">93E20</a> <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1536.93980" data-ciurl="/ci/07837349" data-biburl="/bibtex/07837349.bib" data-amsurl="/amsrefs/07837349.bib" data-xmlurl="/xml/07837349.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07837349.pdf" title="Zbl 1536.93980 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1051/cocv/2024021" aria-label="DOI for “A stochastic maximum principle for forward-backward stochastic control systems with quadratic generators and sample-wise constraints”" title="10.1051/cocv/2024021">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2010.16065" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> <a href="https://creativecommons.org/licenses/by/4.0/" target="_blank" title="Open Access License" class="cc-license-link no-new-tab-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/cc.svg" alt="Creative Commons CC license icon" class="cc-license-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/by.svg" alt="Creative Commons BY license icon" class="cc-license-icon"> </a> <img tabindex="0" src="/static/img/unlock_up.svg" class="cc-license-icon" title="Open version available"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7835597" value="7835597" aria-label="mark item Zbl 1536.93978"></div> <div class="author"><a href="/authors/hao.tao" title="Author Profile">Hao, Tao</a></div> <h3 class="title"> <a href="/1536.93978"><strong>A global optimality principle for fully coupled mean-field control systems.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1536.93978">Zbl 1536.93978</a> </h3> <div class="source"> <a href="/serials/1050" title="Journal Profile">Acta Math. Appl. Sin., Engl. Ser.</a> <a href="/?q=in%3A511307" title="Articles in this Issue">40, No. 2, 379-413 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A93E20" title="Optimal stochastic control">93E20</a> <a class="mono" href="/classification/?q=cc%3A49N80" title="Mean field games and control">49N80</a> <a class="mono" href="/classification/?q=cc%3A60H15" title="Stochastic partial differential equations (aspects of stochastic analysis)">60H15</a> <a class="mono" href="/classification/?q=cc%3A35K15" title="Initial value problems for second-order parabolic equations">35K15</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1536.93978" data-ciurl="/ci/07835597" data-biburl="/bibtex/07835597.bib" data-amsurl="/amsrefs/07835597.bib" data-xmlurl="/xml/07835597.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07835597.pdf" title="Zbl 1536.93978 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s10255-024-1112-9" aria-label="DOI for “A global optimality principle for fully coupled mean-field control systems”" title="10.1007/s10255-024-1112-9">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7834379" value="7834379" aria-label="mark item Zbl 07834379"></div> <div class="author"><a href="/authors/abidi.hani" title="Author Profile">Abidi, Hani</a>; <a href="/authors/oualaid.abdelkarim" title="Author Profile">Oualaid, Abdelkarim</a>; <a href="/authors/ouknine.youssef" title="Author Profile">Ouknine, Youssef</a>; <a href="/authors/pettersson.roger" title="Author Profile">Pettersson, Roger</a></div> <h3 class="title"> <a href="/7834379"><strong>A mild approach to spatial discretization for backward stochastic differential equations in infinite dimensions.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7834379">Zbl 07834379</a> </h3> <div class="source"> <a href="/serials/955" title="Journal Profile">Stochastic Anal. Appl.</a> <a href="/?q=in%3A511206" title="Articles in this Issue">42, No. 1, 98-120 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H15" title="Stochastic partial differential equations (aspects of stochastic analysis)">60H15</a> <a class="mono" href="/classification/?q=cc%3A35R60" title="PDEs with randomness, stochastic partial differential equations">35R60</a> <a class="mono" href="/classification/?q=cc%3A60G46" title="Martingales and classical analysis">60G46</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07834379" data-ciurl="/ci/07834379" data-biburl="/bibtex/07834379.bib" data-amsurl="/amsrefs/07834379.bib" data-xmlurl="/xml/07834379.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07834379.pdf" title="Zbl 07834379 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/07362994.2023.2203733" aria-label="DOI for “A mild approach to spatial discretization for backward stochastic differential equations in infinite dimensions”" title="10.1080/07362994.2023.2203733">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7830345" value="7830345" aria-label="mark item Zbl 1542.93003"></div> <div class="author"><a href="/authors/?q=ai%3Alu.qi%7Clu.qi.1%7Clu.qi.2" title="Author Profile">Lü, Qi</a>; <a href="/authors/?q=ai%3Azhang.xu.7%7Czhang.xu.5%7Czhang.xu.2%7Czhang.xu.3%7Czhang.xu.15%7Czhang.xu.1%7Czhang.xu%7Czhang.xu.8" title="Author Profile">Zhang, Xu</a></div> <h3 class="title"> <a href="/1542.93003"><strong>Optimal feedback for stochastic linear quadratic control and backward stochastic Riccati equations in infinite dimensions.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1542.93003">Zbl 1542.93003</a> </h3> <div class="source"> <a href="/serials/584" title="Series Profile">Memoirs of the American Mathematical Society</a> 1467. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-6875-0/pbk; 978-1-4704-7755-4/ebook). v, 107 p. (2024). </div> <div class="reviewer"> Reviewer: <a href="/authors/?q=rv%3A11387">Vivek S. Borkar (Mumbai)</a></div> <div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A93-02" title="Research exposition (monographs, survey articles) pertaining to systems and control theory">93-02</a> <a class="mono" href="/classification/?q=cc%3A93E20" title="Optimal stochastic control">93E20</a> <a class="mono" href="/classification/?q=cc%3A49N35" title="Optimal feedback synthesis">49N35</a> <a class="mono" href="/classification/?q=cc%3A49N10" title="Linear-quadratic optimal control problems">49N10</a> <a class="mono" href="/classification/?q=cc%3A93E24" title="Least squares and related methods for stochastic control systems">93E24</a> <a class="mono" href="/classification/?q=cc%3A93C05" title="Linear systems in control theory">93C05</a> <a class="mono" href="/classification/?q=cc%3A93C20" title="Control/observation systems governed by partial differential equations">93C20</a> <a class="mono" href="/classification/?q=cc%3A60H15" title="Stochastic partial differential equations (aspects of stochastic analysis)">60H15</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1542.93003" data-ciurl="/ci/07830345" data-biburl="/bibtex/07830345.bib" data-amsurl="/amsrefs/07830345.bib" data-xmlurl="/xml/07830345.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07830345.pdf" title="Zbl 1542.93003 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1090/memo/1467" aria-label="DOI for “Optimal feedback for stochastic linear quadratic control and backward stochastic Riccati equations in infinite dimensions”" title="10.1090/memo/1467">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/1901.00978" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7828115" value="7828115" aria-label="mark item Zbl 07828115"></div> <div class="author"><a href="/authors/fahim.kistosil" title="Author Profile">Fahim, K.</a>; <a href="/authors/alfajriyahe.a-u" title="Author Profile">Alfajriyahe, A. U.</a>; <a href="/authors/putri.endah-r-m" title="Author Profile">Putri, E. R. M.</a></div> <h3 class="title"> <a href="/7828115"><strong>Derivation of multi-asset Black-Scholes differential equations.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7828115">Zbl 07828115</a> </h3> <div class="source"> <a href="/serials/2894" title="Journal Profile">Nonlinear Dyn. Syst. Theory</a> <a href="/?q=in%3A510568" title="Articles in this Issue">24, No. 2, 135-146 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A91G20" title="Derivative securities (option pricing, hedging, etc.)">91G20</a> <a class="mono" href="/classification/?q=cc%3A35R60" title="PDEs with randomness, stochastic partial differential equations">35R60</a> <a class="mono" href="/classification/?q=cc%3A35Q91" title="PDEs in connection with game theory, economics, social and behavioral sciences">35Q91</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07828115" data-ciurl="/ci/07828115" data-biburl="/bibtex/07828115.bib" data-amsurl="/amsrefs/07828115.bib" data-xmlurl="/xml/07828115.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07828115.pdf" title="Zbl 07828115 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="http://e-ndst.kiev.ua/v24n2/3(92).pdf" title="Full Text Link">Link</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7827730" value="7827730" aria-label="mark item Zbl 1536.91303"></div> <div class="author"><a href="/authors/pu.jiangyan" title="Author Profile">Pu, Jiangyan</a>; <a href="/authors/zhang.qi.2" title="Author Profile">Zhang, Qi</a></div> <h3 class="title"> <a href="/1536.91303"><strong>Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1536.91303">Zbl 1536.91303</a> </h3> <div class="source"> <a href="/serials/870" title="Journal Profile">Syst. Control Lett.</a> <a href="/?q=in%3A510555" title="Articles in this Issue">183, Article ID 105680, 11 p. (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A91G10" title="Portfolio theory">91G10</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> <a class="mono" href="/classification/?q=cc%3A93E20" title="Optimal stochastic control">93E20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label 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PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.sysconle.2023.105680" aria-label="DOI for “Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets”" title="10.1016/j.sysconle.2023.105680">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7826821" value="7826821" aria-label="mark item Zbl 1533.91457"></div> <div class="author"><a href="/authors/weston.kim" title="Author Profile">Weston, Kim</a></div> <h3 class="title"> <a href="/1533.91457"><strong>Existence of an equilibrium with limited participation.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1533.91457">Zbl 1533.91457</a> </h3> <div class="source"> <a href="/serials/2245" title="Journal Profile">Finance Stoch.</a> <a href="/?q=in%3A510482" title="Articles in this Issue">28, No. 2, 329-361 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A91G15" title="Financial markets">91G15</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> <a class="mono" href="/classification/?q=cc%3A91B70" title="Stochastic models in economics">91B70</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" 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Thibaut</a></div> <h3 class="title"> <a href="/1552.60144"><strong>On Z-mean reflected BSDEs.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1552.60144">Zbl 1552.60144</a> </h3> <div class="source"> <a href="/serials/2170" title="Journal Profile">Bernoulli</a> <a href="/?q=in%3A510269" title="Articles in this Issue">30, No. 2, 1502-1524 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A60H07" title="Stochastic calculus of variations and the Malliavin calculus">60H07</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> <a class="mono" href="/classification/?q=cc%3A91G20" title="Derivative securities (option pricing, hedging, etc.)">91G20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" 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class="btn btn-default btn-xs" type="button" href="https://projecteuclid.org/journals/bernoulli/volume-30/issue-2/On-Z-mean-reflected-BSDEs/10.3150/23-BEJ1642.full" title="Full Text Link">Link</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7822812" value="7822812" aria-label="mark item Zbl 1533.93841"></div> <div class="author"><a href="/authors/donnelly.ryan" title="Author Profile">Donnelly, Ryan</a>; <a href="/authors/jaimungal.sebastian" title="Author Profile">Jaimungal, Sebastian</a></div> <h3 class="title"> <a href="/1533.93841"><strong>Exploratory control with Tsallis entropy for latent factor models.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1533.93841">Zbl 1533.93841</a> </h3> <div class="source"> <a href="/serials/6655" title="Journal Profile">SIAM J. Financ. Math.</a> <a href="/?q=in%3A507693" title="Articles in this Issue">15, No. 1, 26-53 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A93E20" title="Optimal stochastic control">93E20</a> <a class="mono" href="/classification/?q=cc%3A94A17" title="Measures of information, entropy">94A17</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1533.93841" data-ciurl="/ci/07822812" data-biburl="/bibtex/07822812.bib" data-amsurl="/amsrefs/07822812.bib" data-xmlurl="/xml/07822812.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07822812.pdf" title="Zbl 1533.93841 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1137/22M153505X" aria-label="DOI for “Exploratory control with Tsallis entropy for latent factor models”" title="10.1137/22M153505X">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2211.07622" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7814077" value="7814077" aria-label="mark item Zbl 1532.60133"></div> <div class="author"><a href="/authors/yang.bixuan" title="Author Profile">Yang, Bixuan</a>; <a href="/authors/wu.jinbiao" title="Author Profile">Wu, Jinbiao</a>; <a href="/authors/guo.tiexin" title="Author Profile">Guo, Tiexin</a></div> <h3 class="title"> <a href="/1532.60133"><strong>Well-posedness and regularity of mean-field backward doubly stochastic Volterra integral equations and applications to dynamic risk measures.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1532.60133">Zbl 1532.60133</a> </h3> <div class="source"> <a href="/serials/132" title="Journal Profile">J. Math. Anal. Appl.</a> <a href="/?q=in%3A509523" title="Articles in this Issue">535, No. 1, Article ID 128089, 23 p. (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A60H20" title="Stochastic integral equations">60H20</a> <a class="mono" href="/classification/?q=cc%3A60H05" title="Stochastic integrals">60H05</a> <a class="mono" href="/classification/?q=cc%3A91G10" title="Portfolio theory">91G10</a> <a class="mono" href="/classification/?q=cc%3A93E20" title="Optimal stochastic control">93E20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1532.60133" data-ciurl="/ci/07814077" data-biburl="/bibtex/07814077.bib" data-amsurl="/amsrefs/07814077.bib" data-xmlurl="/xml/07814077.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07814077.pdf" title="Zbl 1532.60133 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.jmaa.2024.128089" aria-label="DOI for “Well-posedness and regularity of mean-field backward doubly stochastic Volterra integral equations and applications to dynamic risk measures”" title="10.1016/j.jmaa.2024.128089">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2310.07319" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7813247" value="7813247" aria-label="mark item Zbl 1534.65019"></div> <div class="author"><a href="/authors/archibald.richard" title="Author Profile">Archibald, Richard</a>; <a href="/authors/bao.feng.2" title="Author Profile">Bao, Feng</a>; <a href="/authors/cao.yanzhao" title="Author Profile">Cao, Yanzhao</a>; <a href="/authors/sun.hui" title="Author Profile">Sun, Hui</a></div> <h3 class="title"> <a href="/1534.65019"><strong>Numerical analysis for convergence of a sample-wise backpropagation method for training stochastic neural networks.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1534.65019">Zbl 1534.65019</a> </h3> <div class="source"> <a href="/serials/708" title="Journal Profile">SIAM J. Numer. Anal.</a> <a href="/?q=in%3A509462" title="Articles in this Issue">62, No. 2, 593-621 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A65C20" title="Probabilistic models, generic numerical methods in probability and statistics">65C20</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> <a class="mono" href="/classification/?q=cc%3A68T07" title="Artificial neural networks and deep learning">68T07</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1534.65019" data-ciurl="/ci/07813247" data-biburl="/bibtex/07813247.bib" data-amsurl="/amsrefs/07813247.bib" data-xmlurl="/xml/07813247.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07813247.pdf" title="Zbl 1534.65019 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1137/22M1523765" aria-label="DOI for “Numerical analysis for convergence of a sample-wise backpropagation method for training stochastic neural networks”" title="10.1137/22M1523765">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7812485" value="7812485" aria-label="mark item Zbl 1551.60085"></div> <div class="author"><a href="/authors/di-persio.luca" title="Author Profile">Di Persio, Luca</a>; <a href="/authors/garbelli.matteo" title="Author Profile">Garbelli, Matteo</a>; <a href="/authors/maticiuc.lucian" title="Author Profile">Maticiuc, Lucian</a>; <a href="/authors/zalinescu.adrian" title="Author Profile">Zălinescu, Adrian</a></div> <h3 class="title"> <a href="/1551.60085"><strong>Time-delayed generalized BSDEs.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1551.60085">Zbl 1551.60085</a> </h3> <div class="source"> <a href="/serials/1642" title="Journal Profile">Stochastic Processes Appl.</a> <a href="/?q=in%3A509416" title="Articles in this Issue">170, Article ID 104277, 15 p. (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1551.60085" data-ciurl="/ci/07812485" data-biburl="/bibtex/07812485.bib" data-amsurl="/amsrefs/07812485.bib" data-xmlurl="/xml/07812485.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07812485.pdf" title="Zbl 1551.60085 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.spa.2023.104277" aria-label="DOI for “Time-delayed generalized BSDEs”" title="10.1016/j.spa.2023.104277">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2012.00798" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> <a href="https://creativecommons.org/licenses/by-nc-nd/4.0/" target="_blank" title="Open Access License" class="cc-license-link no-new-tab-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/cc.svg" alt="Creative Commons CC license icon" class="cc-license-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/by.svg" alt="Creative Commons BY license icon" class="cc-license-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/nc.svg" alt="Creative Commons NC license icon" class="cc-license-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/nd.svg" alt="Creative Commons ND license icon" class="cc-license-icon"> </a> <img tabindex="0" src="/static/img/unlock_up.svg" class="cc-license-icon" title="Open version available"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7807487" value="7807487" aria-label="mark item Zbl 1532.60153"></div> <div class="author"><a href="/authors/kapllani.lorenc" title="Author Profile">Kapllani, Lorenc</a>; <a href="/authors/teng.long" title="Author Profile">Teng, Long</a></div> <h3 class="title"> <a href="/1532.60153"><strong>Deep learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1532.60153">Zbl 1532.60153</a> </h3> <div class="source"> <a href="/serials/2839" title="Journal Profile">Discrete Contin. Dyn. Syst., Ser. B</a> <a href="/?q=in%3A508610" title="Articles in this Issue">29, No. 4, 1695-1729 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H35" title="Computational methods for stochastic equations (aspects of stochastic analysis)">60H35</a> <a class="mono" href="/classification/?q=cc%3A65C30" title="Numerical solutions to stochastic differential and integral equations">65C30</a> <a class="mono" href="/classification/?q=cc%3A68T07" title="Artificial neural networks and deep learning">68T07</a> <a class="mono" href="/classification/?q=cc%3A65C20" title="Probabilistic models, generic numerical methods in probability and statistics">65C20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1532.60153" data-ciurl="/ci/07807487" data-biburl="/bibtex/07807487.bib" data-amsurl="/amsrefs/07807487.bib" data-xmlurl="/xml/07807487.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07807487.pdf" title="Zbl 1532.60153 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.3934/dcdsb.2023151" aria-label="DOI for “Deep learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations”" title="10.3934/dcdsb.2023151">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2010.01319" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7806691" value="7806691" aria-label="mark item Zbl 1551.60090"></div> <div class="author"><a href="/authors/o.hun" title="Author Profile">O, Hun</a>; <a href="/authors/kim.mun-chol" title="Author Profile">Kim, Mun-Chol</a>; <a href="/authors/kim.kon-gun" title="Author Profile">Kim, Kon-Gun</a></div> <h3 class="title"> <a href="/1551.60090"><strong>Wellposedness of second order reflected BSDEs: a new formulation.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1551.60090">Zbl 1551.60090</a> </h3> <div class="source"> <a href="/serials/2309" title="Journal Profile">ESAIM, Probab. Stat.</a> <a href="/?q=in%3A508555" title="Articles in this Issue">28, 1-21 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> <a class="mono" href="/classification/?q=cc%3A91G20" title="Derivative securities (option pricing, hedging, etc.)">91G20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1551.60090" data-ciurl="/ci/07806691" data-biburl="/bibtex/07806691.bib" data-amsurl="/amsrefs/07806691.bib" data-xmlurl="/xml/07806691.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07806691.pdf" title="Zbl 1551.60090 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1051/ps/2023019" aria-label="DOI for “Wellposedness of second order reflected BSDEs: a new formulation”" title="10.1051/ps/2023019">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7804887" value="7804887" aria-label="mark item Zbl 1534.65027"></div> <div class="author"><a href="/authors/li.xiaochen" title="Author Profile">Li, Xiaochen</a>; <a href="/authors/du.kai" title="Author Profile">Du, Kai</a></div> <h3 class="title"> <a href="/1534.65027"><strong>Sequential propagation of chaos for mean-field BSDE systems.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1534.65027">Zbl 1534.65027</a> </h3> <div class="source"> <a href="/serials/953" title="Journal Profile">Chin. Ann. Math., Ser. B</a> <a href="/?q=in%3A508383" title="Articles in this Issue">45, No. 1, 11-40 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A65C35" title="Stochastic particle methods">65C35</a> <a class="mono" href="/classification/?q=cc%3A82C22" title="Interacting particle systems in time-dependent statistical mechanics">82C22</a> <a class="mono" href="/classification/?q=cc%3A60J60" title="Diffusion processes">60J60</a> <a class="mono" href="/classification/?q=cc%3A60B10" title="Convergence of probability measures">60B10</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1534.65027" data-ciurl="/ci/07804887" data-biburl="/bibtex/07804887.bib" data-amsurl="/amsrefs/07804887.bib" data-xmlurl="/xml/07804887.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07804887.pdf" title="Zbl 1534.65027 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s11401-024-0002-z" aria-label="DOI for “Sequential propagation of chaos for mean-field BSDE systems”" title="10.1007/s11401-024-0002-z">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7801983" value="7801983" aria-label="mark item Zbl 1539.60088"></div> <div class="author"><a href="/authors/rolon-gutierrez.esteban-j" title="Author Profile">Rolón Gutiérrez, Esteban J.</a>; <a href="/authors/nguyen.son-luu" title="Author Profile">Nguyen, Son Luu</a>; <a href="/authors/yin.george-gang" title="Author Profile">Yin, George</a></div> <h3 class="title"> <a href="/1539.60088"><strong>Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1539.60088">Zbl 1539.60088</a> </h3> <div class="source"> <a href="/serials/333" title="Journal Profile">Appl. Math. Optim.</a> <a href="/?q=in%3A508156" title="Articles in this Issue">89, No. 2, Paper No. 33, 47 p. (2024)</a>. </div> <div class="reviewer"> Reviewer: <a href="/authors/?q=rv%3A8121">Anatoliy Swishchuk (Calgary)</a></div> <div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60J25" title="Continuous-time Markov processes on general state spaces">60J25</a> <a class="mono" href="/classification/?q=cc%3A60J27" title="Continuous-time Markov processes on discrete state spaces">60J27</a> <a class="mono" href="/classification/?q=cc%3A60J60" title="Diffusion processes">60J60</a> <a class="mono" href="/classification/?q=cc%3A93E20" title="Optimal stochastic control">93E20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1539.60088" data-ciurl="/ci/07801983" data-biburl="/bibtex/07801983.bib" data-amsurl="/amsrefs/07801983.bib" data-xmlurl="/xml/07801983.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07801983.pdf" title="Zbl 1539.60088 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s00245-023-10101-6" aria-label="DOI for “Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games”" title="10.1007/s00245-023-10101-6">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7799050" value="7799050" aria-label="mark item Zbl 1531.65179"></div> <div class="author"><a href="/authors/sun.yongwang" title="Author Profile">Sun, Yongwang</a>; <a href="/authors/zhao.weidong" title="Author Profile">Zhao, Weidong</a>; <a href="/authors/zhao.wenju" title="Author Profile">Zhao, Wenju</a></div> <h3 class="title"> <a href="/1531.65179"><strong>A generalized finite element $\theta$-scheme for backward stochastic partial differential equations and its error estimates.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1531.65179">Zbl 1531.65179</a> </h3> <div class="source"> <a href="/serials/3314" title="Journal Profile">ESAIM, Math. Model. Numer. Anal.</a> <a href="/?q=in%3A507960" title="Articles in this Issue">58, No. 1, 23-46 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A65M60" title="Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs">65M60</a> <a class="mono" href="/classification/?q=cc%3A65C30" title="Numerical solutions to stochastic differential and integral equations">65C30</a> <a class="mono" href="/classification/?q=cc%3A65M06" title="Finite difference methods for initial value and initial-boundary value problems involving PDEs">65M06</a> <a class="mono" href="/classification/?q=cc%3A65N30" title="Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs">65N30</a> <a class="mono" href="/classification/?q=cc%3A65M12" title="Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs">65M12</a> <a class="mono" href="/classification/?q=cc%3A65M15" title="Error bounds for initial value and initial-boundary value problems involving PDEs">65M15</a> <a class="mono" href="/classification/?q=cc%3A65Y05" title="Parallel numerical computation">65Y05</a> <a class="mono" href="/classification/?q=cc%3A60H15" title="Stochastic partial differential equations (aspects of stochastic analysis)">60H15</a> <a class="mono" href="/classification/?q=cc%3A60H35" title="Computational methods for stochastic equations (aspects of stochastic analysis)">60H35</a> <a class="mono" href="/classification/?q=cc%3A60J65" title="Brownian motion">60J65</a> <a class="mono" href="/classification/?q=cc%3A35R60" title="PDEs with randomness, stochastic partial differential equations">35R60</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1531.65179" data-ciurl="/ci/07799050" data-biburl="/bibtex/07799050.bib" data-amsurl="/amsrefs/07799050.bib" data-xmlurl="/xml/07799050.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07799050.pdf" title="Zbl 1531.65179 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1051/m2an/2023100" aria-label="DOI for “A generalized finite element $\theta$-scheme for backward stochastic partial differential equations and its error estimates”" title="10.1051/m2an/2023100">DOI</a> </div> <div class="sfx" style="float: right;"> <a href="https://creativecommons.org/licenses/by/4.0/" target="_blank" title="Open Access License" class="cc-license-link no-new-tab-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/cc.svg" alt="Creative Commons CC license icon" class="cc-license-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/by.svg" alt="Creative Commons BY license icon" class="cc-license-icon"> </a> <img tabindex="0" src="/static/img/unlock_up.svg" class="cc-license-icon" title="Open version available"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7791500" value="7791500" aria-label="mark item Zbl 1531.93435"></div> <div class="author"><a href="/authors/li.yuhang" title="Author Profile">Li, Yuhang</a>; <a href="/authors/han.yuecai" title="Author Profile">Han, Yuecai</a>; <a href="/authors/gao.yanwei" title="Author Profile">Gao, Yanwei</a></div> <h3 class="title"> <a href="/1531.93435"><strong>Stochastic maximum principle for moving average control system.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1531.93435">Zbl 1531.93435</a> </h3> <div class="source"> <a href="/serials/816" title="Journal Profile">Optim. Control Appl. Methods</a> <a href="/?q=in%3A507195" title="Articles in this Issue">45, No. 1, 321-335 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A93E20" title="Optimal stochastic control">93E20</a> <a class="mono" href="/classification/?q=cc%3A49N10" title="Linear-quadratic optimal control problems">49N10</a> <a class="mono" href="/classification/?q=cc%3A45J05" title="Integro-ordinary differential equations">45J05</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1531.93435" data-ciurl="/ci/07791500" data-biburl="/bibtex/07791500.bib" data-amsurl="/amsrefs/07791500.bib" data-xmlurl="/xml/07791500.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07791500.pdf" title="Zbl 1531.93435 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1002/oca.3059" aria-label="DOI for “Stochastic maximum principle for moving average control system”" title="10.1002/oca.3059">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7790870" value="7790870" aria-label="mark item Zbl 1536.91042"></div> <div class="author"><a href="/authors/lei.qian" title="Author Profile">Lei, Qian</a>; <a href="/authors/pun.chi-seng" title="Author Profile">Pun, Chi Seng</a></div> <h3 class="title"> <a href="/1536.91042"><strong>Nonlocality, nonlinearity, and time inconsistency in stochastic differential games.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1536.91042">Zbl 1536.91042</a> </h3> <div class="source"> <a href="/serials/2299" title="Journal Profile">Math. Finance</a> <a href="/?q=in%3A507163" title="Articles in this Issue">34, No. 1, 190-256 (2024)</a>. </div> <div class="reviewer"> Reviewer: <a href="/authors/?q=rv%3A10213">Alex V. Kolnogorov (Novgorod)</a></div> <div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A91A15" title="Stochastic games, stochastic differential games">91A15</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1536.91042" data-ciurl="/ci/07790870" data-biburl="/bibtex/07790870.bib" data-amsurl="/amsrefs/07790870.bib" data-xmlurl="/xml/07790870.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07790870.pdf" title="Zbl 1536.91042 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1111/mafi.12420" aria-label="DOI for “Nonlocality, nonlinearity, and time inconsistency in stochastic differential games”" title="10.1111/mafi.12420">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2112.14409" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7783077" value="7783077" aria-label="mark item Zbl 1530.91537"></div> <div class="author"><a href="/authors/su.xizhi" title="Author Profile">Su, Xizhi</a>; <a href="/authors/wang.tianxiao" title="Author Profile">Wang, Tianxiao</a>; <a href="/authors/wei.jiaqin" title="Author Profile">Wei, Jiaqin</a>; <a href="/authors/zhou.chao" title="Author Profile">Zhou, Chao</a></div> <h3 class="title"> <a href="/1530.91537"><strong>Non-Markovian mean-variance portfolio selection problems via closed-loop equilibrium strategies.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1530.91537">Zbl 1530.91537</a> </h3> <div class="source"> <a href="/serials/333" title="Journal Profile">Appl. Math. Optim.</a> <a href="/?q=in%3A505997" title="Articles in this Issue">89, No. 1, Paper No. 15, 30 p. (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A91G10" title="Portfolio theory">91G10</a> <a class="mono" href="/classification/?q=cc%3A60G51" title="Processes with independent increments; Lévy processes">60G51</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1530.91537" data-ciurl="/ci/07783077" data-biburl="/bibtex/07783077.bib" data-amsurl="/amsrefs/07783077.bib" data-xmlurl="/xml/07783077.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07783077.pdf" title="Zbl 1530.91537 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s00245-023-10085-3" aria-label="DOI for “Non-Markovian mean-variance portfolio selection problems via closed-loop equilibrium strategies”" title="10.1007/s00245-023-10085-3">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7762453" value="7762453" aria-label="mark item Zbl 1530.93553"></div> <div class="author"><a href="/authors/wu.zhen" title="Author Profile">Wu, Zhen</a>; <a href="/authors/zhang.yan.207" title="Author Profile">Zhang, Yan</a></div> <h3 class="title"> <a href="/1530.93553"><strong>Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1530.93553">Zbl 1530.93553</a> </h3> <div class="source"> <a href="/serials/132" title="Journal Profile">J. Math. Anal. Appl.</a> <a href="/?q=in%3A504288" title="Articles in this Issue">530, No. 2, Article ID 127720, 25 p. (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A93E20" title="Optimal stochastic control">93E20</a> <a class="mono" href="/classification/?q=cc%3A93C27" title="Impulsive control/observation systems">93C27</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> <a class="mono" href="/classification/?q=cc%3A91G10" title="Portfolio theory">91G10</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1530.93553" data-ciurl="/ci/07762453" data-biburl="/bibtex/07762453.bib" data-amsurl="/amsrefs/07762453.bib" data-xmlurl="/xml/07762453.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07762453.pdf" title="Zbl 1530.93553 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.jmaa.2023.127720" aria-label="DOI for “Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls”" title="10.1016/j.jmaa.2023.127720">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7921219" value="7921219" aria-label="mark item Zbl 1546.00040"></div> <div class="author"></div> <div class="author_references"><a href="/authors/acciaio.beatrice" title="Author Profile">Acciaio, Beatrice (ed.)</a>; <a href="/authors/albrecher.hansjorg" title="Author Profile">Albrecher, Hansjörg (ed.)</a>; <a href="/authors/biagini.francesca" title="Author Profile">Biagini, Francesca (ed.)</a>; <a href="/authors/?q=ai%3Aschmidt.thorsten.1%7Cschmidt.thorsten" title="Author Profile">Schmidt, Thorsten (ed.)</a></div> <h3 class="title"> <a href="/1546.00040"><strong>New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1–6, 2023.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1546.00040">Zbl 1546.00040</a> </h3> <div class="source"> <a href="/serials/3247" title="Journal Profile">Oberwolfach Rep.</a> <a href="/?q=in%3A518217" title="Articles in this Issue">20, No. 4, 2547-2635 (2023)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A00B05" title="Collections of abstracts of lectures">00B05</a> <a class="mono" href="/classification/?q=cc%3A00B25" title="Proceedings of conferences of miscellaneous specific interest">00B25</a> <a class="mono" href="/classification/?q=cc%3A91-06" title="Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance">91-06</a> <a class="mono" href="/classification/?q=cc%3A91Gxx" title="Actuarial science and mathematical finance">91Gxx</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1546.00040" data-ciurl="/ci/07921219" data-biburl="/bibtex/07921219.bib" data-amsurl="/amsrefs/07921219.bib" data-xmlurl="/xml/07921219.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07921219.pdf" title="Zbl 1546.00040 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.4171/OWR/2023/44" aria-label="DOI for “New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023”" title="10.4171/OWR/2023/44">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7806893" value="7806893" aria-label="mark item Zbl 1534.91160"></div> <div class="author"><a href="/authors/jamali.mohamed-el" title="Author Profile">El Jamali, Mohamed</a>; <a href="/authors/tayeq.hatim" title="Author Profile">Tayeq, Hatim</a></div> <h3 class="title"> <a href="/1534.91160"><strong>PDEs for reflected BSDENMs applied to American options.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1534.91160">Zbl 1534.91160</a> </h3> <div class="source"> <a href="/serials/2501" title="Journal Profile">Int. J. Theor. Appl. Finance</a> <a href="/?q=in%3A508572" title="Articles in this Issue">26, No. 6-7, Article ID 2330001, 22 p. (2023)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A91G20" title="Derivative securities (option pricing, hedging, etc.)">91G20</a> <a class="mono" href="/classification/?q=cc%3A60H15" title="Stochastic partial differential equations (aspects of stochastic analysis)">60H15</a> <a class="mono" href="/classification/?q=cc%3A60G48" title="Generalizations of martingales">60G48</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1534.91160" data-ciurl="/ci/07806893" data-biburl="/bibtex/07806893.bib" data-amsurl="/amsrefs/07806893.bib" data-xmlurl="/xml/07806893.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07806893.pdf" title="Zbl 1534.91160 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1142/S0219024923300019" aria-label="DOI for “PDEs for reflected BSDENMs applied to American options”" title="10.1142/S0219024923300019">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7793068" value="7793068" aria-label="mark item Zbl 1538.60105"></div> <div class="author"><a href="/authors/wu.zhen" title="Author Profile">Wu, Zhen</a>; <a href="/authors/zhang.detao" title="Author Profile">Zhang, Detao</a></div> <h3 class="title"> <a href="/1538.60105"><strong>Theory of forward backward stochastic differential equations and its applications.</strong></a> <i>(Chinese. English summary)</i> <a class="label nowrap" href="/1538.60105">Zbl 1538.60105</a> </h3> <div class="source"> <a href="/serials/1078" title="Journal Profile">Chin. J. Appl. Probab. Stat.</a> <a href="/?q=in%3A507341" title="Articles in this Issue">39, No. 3, 413-435 (2023)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A60H05" title="Stochastic integrals">60H05</a> <a class="mono" href="/classification/?q=cc%3A60H20" title="Stochastic integral equations">60H20</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> <a class="mono" href="/classification/?q=cc%3A93E03" title="Stochastic systems in control theory (general)">93E03</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1538.60105" data-ciurl="/ci/07793068" data-biburl="/bibtex/07793068.bib" data-amsurl="/amsrefs/07793068.bib" data-xmlurl="/xml/07793068.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07793068.pdf" title="Zbl 1538.60105 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="http://aps.ecnu.edu.cn/EN/10.3969/j.issn.1001-4268.2023.03.007" title="Full Text Link">Link</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7791547" value="7791547" aria-label="mark item Zbl 1531.35129"></div> <div class="author"><a href="/authors/bouchard.bruno" title="Author Profile">Bouchard, Bruno</a>; <a href="/authors/loeper.gregoire" title="Author Profile">Loeper, Grégoire</a>; <a href="/authors/tan.xiaolu" title="Author Profile">Tan, Xiaolu</a></div> <h3 class="title"> <a href="/1531.35129"><strong>Approximate viscosity solutions of path-dependent PDEs and Dupire’s vertical differentiability.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1531.35129">Zbl 1531.35129</a> </h3> <div class="source"> <a href="/serials/1375" title="Journal Profile">Ann. Appl. Probab.</a> <a href="/?q=in%3A507198" title="Articles in this Issue">33, No. 6B, 5781-5809 (2023)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A35D40" title="Viscosity solutions to PDEs">35D40</a> <a class="mono" href="/classification/?q=cc%3A35A01" title="Existence problems for PDEs: global existence, local existence, non-existence">35A01</a> <a class="mono" href="/classification/?q=cc%3A35B51" title="Comparison principles in context of PDEs">35B51</a> <a class="mono" href="/classification/?q=cc%3A35B65" title="Smoothness and regularity of solutions to PDEs">35B65</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1531.35129" data-ciurl="/ci/07791547" data-biburl="/bibtex/07791547.bib" data-amsurl="/amsrefs/07791547.bib" data-xmlurl="/xml/07791547.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07791547.pdf" title="Zbl 1531.35129 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1214/23-AAP1960" aria-label="DOI for “Approximate viscosity solutions of path-dependent PDEs and Dupire's vertical differentiability”" title="10.1214/23-AAP1960">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2107.01956" title="Note: arXiv document may differ from published version">arXiv</a> <a class="btn btn-default btn-xs" type="button" href="https://hal.science/hal-03277963" title="Open Access at HAL">HAL </a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7791542" value="7791542" aria-label="mark item Zbl 07791542"></div> <div class="author"><a href="/authors/zhou.jianjun" title="Author Profile">Zhou, Jianjun</a></div> <h3 class="title"> <a href="/7791542"><strong>Viscosity solutions to second order path-dependent Hamilton-Jacobi-Bellman equations and applications.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7791542">Zbl 07791542</a> </h3> <div class="source"> <a href="/serials/1375" title="Journal Profile">Ann. Appl. Probab.</a> <a href="/?q=in%3A507198" title="Articles in this Issue">33, No. 6B, 5564-5612 (2023)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A93E20" title="Optimal stochastic control">93E20</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> <a class="mono" href="/classification/?q=cc%3A49L12" title="Hamilton-Jacobi equations in optimal control and differential games">49L12</a> <a class="mono" href="/classification/?q=cc%3A49L20" title="Dynamic programming in optimal control and differential games">49L20</a> <a class="mono" href="/classification/?q=cc%3A49L25" title="Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games">49L25</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07791542" data-ciurl="/ci/07791542" data-biburl="/bibtex/07791542.bib" data-amsurl="/amsrefs/07791542.bib" data-xmlurl="/xml/07791542.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07791542.pdf" title="Zbl 07791542 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1214/23-AAP1954" aria-label="DOI for “Viscosity solutions to second order path-dependent Hamilton-Jacobi-Bellman equations and applications”" title="10.1214/23-AAP1954">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2005.05309" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7788064" value="7788064" aria-label="mark item Zbl 1528.60058"></div> <div class="author"><a href="/authors/essaky.el-hassan" title="Author Profile">Essaky, E. H.</a>; <a href="/authors/hassani.mohammed" title="Author Profile">Hassani, M.</a>; <a href="/authors/rhazlane.c-e" title="Author Profile">Rhazlane, C. E.</a></div> <h3 class="title"> <a href="/1528.60058"><strong>Backward stochastic evolution inclusions in UMD Banach spaces.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1528.60058">Zbl 1528.60058</a> </h3> <div class="source"> <a href="/serials/2437" title="Journal Profile">Infin. Dimens. Anal. Quantum Probab. Relat. Top.</a> <a href="/?q=in%3A506948" title="Articles in this Issue">26, No. 4, Article ID 2350013, 40 p. (2023)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A60H15" title="Stochastic partial differential equations (aspects of stochastic analysis)">60H15</a> <a class="mono" href="/classification/?q=cc%3A47D06" title="One-parameter semigroups and linear evolution equations">47D06</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1528.60058" data-ciurl="/ci/07788064" data-biburl="/bibtex/07788064.bib" data-amsurl="/amsrefs/07788064.bib" data-xmlurl="/xml/07788064.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07788064.pdf" title="Zbl 1528.60058 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1142/S0219025723500133" aria-label="DOI for “Backward stochastic evolution inclusions in UMD Banach spaces”" title="10.1142/S0219025723500133">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2204.13389" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7782642" value="7782642" aria-label="mark item Zbl 1530.93035"></div> <div class="author"><a href="/authors/song.yuanzhuo" title="Author Profile">Song, Yuanzhuo</a></div> <h3 class="title"> <a href="/1530.93035"><strong>The partial controllability of linear stochastic control systems with terminal constraints and its applications to game-based control systems with jumps.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1530.93035">Zbl 1530.93035</a> </h3> <div class="source"> <a href="/serials/707" title="Journal Profile">SIAM J. Control Optim.</a> <a href="/?q=in%3A504481" title="Articles in this Issue">61, No. 6, 3635-3663 (2023)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A93B05" title="Controllability">93B05</a> <a class="mono" href="/classification/?q=cc%3A93E20" title="Optimal stochastic control">93E20</a> <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A91A15" title="Stochastic games, stochastic differential games">91A15</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1530.93035" data-ciurl="/ci/07782642" data-biburl="/bibtex/07782642.bib" data-amsurl="/amsrefs/07782642.bib" data-xmlurl="/xml/07782642.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07782642.pdf" title="Zbl 1530.93035 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1137/22M1537114" aria-label="DOI for “The partial controllability of linear stochastic control systems with terminal constraints and its applications to game-based control systems with jumps”" title="10.1137/22M1537114">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7772700" value="7772700" aria-label="mark item Zbl 1525.60069"></div> <div class="author"><a href="/authors/baadi.brahim" title="Author Profile">Baadi, Brahim</a>; <a href="/authors/marzougue.mohamed" title="Author Profile">Marzougue, Mohamed</a></div> <h3 class="title"> <a href="/1525.60069"><strong>Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1525.60069">Zbl 1525.60069</a> </h3> <div class="source"> <a href="/serials/2060" title="Journal Profile">Random Oper. Stoch. Equ.</a> <a href="/?q=in%3A505522" title="Articles in this Issue">31, No. 4, 351-370 (2023)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A60G40" title="Stopping times; optimal stopping problems; gambling theory">60G40</a> <a class="mono" href="/classification/?q=cc%3A60G55" title="Point processes (e.g., Poisson, Cox, Hawkes processes)">60G55</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1525.60069" data-ciurl="/ci/07772700" data-biburl="/bibtex/07772700.bib" data-amsurl="/amsrefs/07772700.bib" data-xmlurl="/xml/07772700.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07772700.pdf" title="Zbl 1525.60069 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1515/rose-2023-2019" aria-label="DOI for “Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle”" title="10.1515/rose-2023-2019">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2310.00190" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7771533" value="7771533" aria-label="mark item Zbl 1530.93545"></div> <div class="author"><a href="/authors/liu.guomin" title="Author Profile">Liu, Guomin</a>; <a href="/authors/tang.shanjian" title="Author Profile">Tang, Shanjian</a></div> <h3 class="title"> <a href="/1530.93545"><strong>Maximum principle for optimal control of stochastic evolution equations with recursive utilities.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1530.93545">Zbl 1530.93545</a> </h3> <div class="source"> <a href="/serials/707" title="Journal Profile">SIAM J. Control Optim.</a> <a href="/?q=in%3A504481" title="Articles in this Issue">61, No. 6, 3467-3500 (2023)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A93E20" title="Optimal stochastic control">93E20</a> <a class="mono" href="/classification/?q=cc%3A93C25" title="Control/observation systems in abstract spaces">93C25</a> <a class="mono" href="/classification/?q=cc%3A60H15" title="Stochastic partial differential equations (aspects of stochastic analysis)">60H15</a> <a class="mono" href="/classification/?q=cc%3A49K27" title="Optimality conditions for problems in abstract spaces">49K27</a> <a class="mono" href="/classification/?q=cc%3A60H20" title="Stochastic integral equations">60H20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" 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<div class="mark-btn"><input type="checkbox" name="mark" id="item7769914" value="7769914" aria-label="mark item Zbl 1537.91291"></div> <div class="author"><a href="/authors/zhang.yumo" title="Author Profile">Zhang, Yumo</a></div> <h3 class="title"> <a href="/1537.91291"><strong>Optimal DC pension investment with square-root factor processes under stochastic income and inflation risks.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1537.91291">Zbl 1537.91291</a> </h3> <div class="source"> <a href="/serials/1052" title="Journal Profile">Optimization</a> <a href="/?q=in%3A505261" title="Articles in this Issue">72, No. 12, 2951-2988 (2023)</a>. </div> <div class="reviewer"> Reviewer: <a href="/authors/?q=rv%3A9815">Piotr Jaworski (Warszawa)</a></div> <div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A91G10" title="Portfolio theory">91G10</a> <a class="mono" href="/classification/?q=cc%3A91G05" title="Actuarial mathematics">91G05</a> <a class="mono" href="/classification/?q=cc%3A91B16" title="Utility theory">91B16</a> <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 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href="https://doi.org/10.1080/02331934.2022.2081083" aria-label="DOI for “Optimal DC pension investment with square-root factor processes under stochastic income and inflation risks”" title="10.1080/02331934.2022.2081083">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7768807" value="7768807" aria-label="mark item Zbl 1544.60054"></div> <div class="author"><a href="/authors/owo.jean-marc" title="Author Profile">Owo, Jean-Marc</a>; <a href="/authors/aman.auguste" title="Author Profile">Aman, Auguste</a></div> <h3 class="title"> <a href="/1544.60054"><strong>Generalized backward doubly stochastic differential equations driven by Lévy processes with discontinuous and linear growth coefficients.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1544.60054">Zbl 1544.60054</a> </h3> <div class="source"> <a href="/serials/1201" title="Journal Profile">J. Theor. Probab.</a> <a href="/?q=in%3A505198" title="Articles in this Issue">36, No. 4, 2311-2338 (2023)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60G51" title="Processes with independent increments; Lévy processes">60G51</a> <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> <a class="mono" href="/classification/?q=cc%3A91G20" title="Derivative securities (option pricing, hedging, etc.)">91G20</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1544.60054" data-ciurl="/ci/07768807" data-biburl="/bibtex/07768807.bib" data-amsurl="/amsrefs/07768807.bib" data-xmlurl="/xml/07768807.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07768807.pdf" title="Zbl 1544.60054 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s10959-023-01270-9" aria-label="DOI for “Generalized backward doubly stochastic differential equations driven by Lévy processes with discontinuous and linear growth coefficients”" title="10.1007/s10959-023-01270-9">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2111.03692" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7766501" value="7766501" aria-label="mark item Zbl 1530.93544"></div> <div class="author"><a href="/authors/hawkins.kelsey-p" title="Author Profile">Hawkins, Kelsey P.</a>; <a href="/authors/pakniyat.ali" title="Author Profile">Pakniyat, Ali</a>; <a href="/authors/tsiotras.panagiotis" title="Author Profile">Tsiotras, Panagiotis</a></div> <h3 class="title"> <a href="/1530.93544"><strong>Value function estimators for Feynman-Kac forward-backward SDEs in stochastic optimal control.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1530.93544">Zbl 1530.93544</a> </h3> <div class="source"> <a href="/serials/348" title="Journal Profile">Automatica</a> <a href="/?q=in%3A504858" title="Articles in this Issue">158, Article ID 111281, 10 p. (2023)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A93E20" title="Optimal stochastic control">93E20</a> <a class="mono" href="/classification/?q=cc%3A93E10" title="Estimation and detection in stochastic control theory">93E10</a> <a class="mono" href="/classification/?q=cc%3A60H30" title="Applications of stochastic analysis (to PDEs, etc.)">60H30</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1530.93544" data-ciurl="/ci/07766501" data-biburl="/bibtex/07766501.bib" data-amsurl="/amsrefs/07766501.bib" data-xmlurl="/xml/07766501.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07766501.pdf" title="Zbl 1530.93544 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.automatica.2023.111281" aria-label="DOI for “Value function estimators for Feynman-Kac forward-backward SDEs in stochastic optimal control”" title="10.1016/j.automatica.2023.111281">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2103.14246" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7762817" value="7762817" aria-label="mark item Zbl 1523.60102"></div> <div class="author"><a href="/authors/shi.xuejun" title="Author Profile">Shi, Xuejun</a>; <a href="/authors/jiang.long.1" title="Author Profile">Jiang, Long</a></div> <h3 class="title"> <a href="/1523.60102"><strong>Representation theorem and viability property for multidimensional BSDEs and their applications.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1523.60102">Zbl 1523.60102</a> </h3> <div class="source"> <a href="/serials/9743" title="Journal Profile">Probab. Uncertain. Quant. Risk</a> <a href="/?q=in%3A504315" title="Articles in this Issue">8, No. 3, 373-390 (2023)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1523.60102" data-ciurl="/ci/07762817" data-biburl="/bibtex/07762817.bib" data-amsurl="/amsrefs/07762817.bib" data-xmlurl="/xml/07762817.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07762817.pdf" title="Zbl 1523.60102 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.3934/puqr.2023017" aria-label="DOI for “Representation theorem and viability property for multidimensional BSDEs and their applications”" title="10.3934/puqr.2023017">DOI</a> </div> <div class="sfx" style="float: right;"> <img tabindex="0" src="/static/img/unlock_up.svg" class="cc-license-icon" title="Open version available"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7762813" value="7762813" aria-label="mark item Zbl 1523.60103"></div> <div class="author"><a href="/authors/shi.yufeng" title="Author Profile">Shi, Yufeng</a>; <a href="/authors/yang.zhi" title="Author Profile">Yang, Zhi</a></div> <h3 class="title"> <a href="/1523.60103"><strong>On the uniqueness result for the BSDE with deterministic coefficient.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1523.60103">Zbl 1523.60103</a> </h3> <div class="source"> <a href="/serials/9743" title="Journal Profile">Probab. Uncertain. Quant. Risk</a> <a href="/?q=in%3A504315" title="Articles in this Issue">8, No. 3, 309-320 (2023)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A60H10" title="Stochastic ordinary differential equations (aspects of stochastic analysis)">60H10</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1523.60103" data-ciurl="/ci/07762813" data-biburl="/bibtex/07762813.bib" data-amsurl="/amsrefs/07762813.bib" data-xmlurl="/xml/07762813.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07762813.pdf" title="Zbl 1523.60103 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.3934/puqr.2023013" aria-label="DOI for “On the uniqueness result for the BSDE with deterministic coefficient”" title="10.3934/puqr.2023013">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2208.03715" title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> <img tabindex="0" src="/static/img/unlock_up.svg" class="cc-license-icon" title="Open version available"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7754970" value="7754970" aria-label="mark item Zbl 1531.93434"></div> <div class="author"><a href="/authors/li.xiaojuan" title="Author Profile">Li, Xiaojuan</a></div> <h3 class="title"> <a href="/1531.93434"><strong>Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problem under volatility uncertainty.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1531.93434">Zbl 1531.93434</a> </h3> <div class="source"> <a href="/serials/816" title="Journal Profile">Optim. 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Methods</a> <a href="/?q=in%3A503490" title="Articles in this Issue">44, No. 5, 2457-2475 (2023)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A93E20" title="Optimal stochastic control">93E20</a> <a class="mono" href="/classification/?q=cc%3A49L20" title="Dynamic programming in optimal control and differential games">49L20</a> <a class="mono" href="/classification/?q=cc%3A60G65" title="Nonlinear processes (e.g., $G$-Brownian motion, $G$-Lévy processes)">60G65</a> <a class="mono" href="/classification/?q=cc%3A49L25" title="Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games">49L25</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span 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