Fan, Shengjun; Hu, Ying; Tang, Shanjian Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result. (English) Zbl 07700853 J. Differ. Equations 368, 105-140 (2023). Reviewer: Feng Chen (Changchun) MSC: 60H10 PDFBibTeX XMLCite \textit{S. Fan} et al., J. Differ. Equations 368, 105--140 (2023; Zbl 07700853) Full Text: DOI arXiv
Chen, Liangying; Lü, Qi Relationships between the maximum principle and dynamic programming for infinite dimensional stochastic control systems. (English) Zbl 1511.93139 J. Differ. Equations 358, 103-146 (2023). MSC: 93E20 49L20 PDFBibTeX XMLCite \textit{L. Chen} and \textit{Q. Lü}, J. Differ. Equations 358, 103--146 (2023; Zbl 1511.93139) Full Text: DOI arXiv
El Asri, Brahim; Hamadene, Said; Oufdil, Khalid On the stochastic control-stopping problem. (English) Zbl 1498.93777 J. Differ. Equations 336, 387-426 (2022). MSC: 93E20 60G40 60H30 49L25 PDFBibTeX XMLCite \textit{B. El Asri} et al., J. Differ. Equations 336, 387--426 (2022; Zbl 1498.93777) Full Text: DOI arXiv
Ma, Ning; Wu, Zhen; Zhao, Huaizhong Backward stochastic differential equations with Markov chains and associated PDEs. (English) Zbl 1495.60052 J. Differ. Equations 302, 854-894 (2021). MSC: 60H10 60H15 93E20 PDFBibTeX XMLCite \textit{N. Ma} et al., J. Differ. Equations 302, 854--894 (2021; Zbl 1495.60052) Full Text: DOI
Hu, Ying; Li, Xun; Wen, Jiaqiang Anticipated backward stochastic differential equations with quadratic growth. (English) Zbl 1467.60041 J. Differ. Equations 270, 1298-1331 (2021). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H10 60H30 PDFBibTeX XMLCite \textit{Y. Hu} et al., J. Differ. Equations 270, 1298--1331 (2021; Zbl 1467.60041) Full Text: DOI arXiv
Shi, Yufeng; Wen, Jiaqiang; Xiong, Jie Backward doubly stochastic Volterra integral equations and their applications. (English) Zbl 1443.60056 J. Differ. Equations 269, No. 9, 6492-6528 (2020). MSC: 60H05 60H20 93E20 PDFBibTeX XMLCite \textit{Y. Shi} et al., J. Differ. Equations 269, No. 9, 6492--6528 (2020; Zbl 1443.60056) Full Text: DOI
Zhang, Liangquan Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality. (English) Zbl 1409.93074 J. Differ. Equations 266, No. 10, 6383-6425 (2019). MSC: 93E20 60H15 49L25 90C39 PDFBibTeX XMLCite \textit{L. Zhang}, J. Differ. Equations 266, No. 10, 6383--6425 (2019; Zbl 1409.93074) Full Text: DOI arXiv
Frankowska, Hélène; Zhang, Haisen; Zhang, Xu First and second order necessary conditions for stochastic optimal controls. (English) Zbl 1352.93100 J. Differ. Equations 262, No. 6, 3689-3736 (2017). MSC: 93E20 49J53 60H07 60H10 49K45 PDFBibTeX XMLCite \textit{H. Frankowska} et al., J. Differ. Equations 262, No. 6, 3689--3736 (2017; Zbl 1352.93100) Full Text: DOI arXiv
Wang, Li; Yang, Xu; Zhou, Xiaowen A distribution-function-valued SPDE and its applications. (English) Zbl 1358.60074 J. Differ. Equations 262, No. 2, 1085-1118 (2017). Reviewer: Carles Rovira (Barcelona) MSC: 60H15 60F15 60J80 60K35 60J68 60J65 PDFBibTeX XMLCite \textit{L. Wang} et al., J. Differ. Equations 262, No. 2, 1085--1118 (2017; Zbl 1358.60074) Full Text: DOI arXiv
O, Hyong-Chol; Jo, Jong-Jun; Kim, Ji-Sok General properties of solutions to inhomogeneous Black-Scholes equations with discontinuous maturity payoffs. (English) Zbl 1341.35167 J. Differ. Equations 260, No. 4, 3151-3172 (2016). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35Q91 35C15 35K15 91G20 35B45 PDFBibTeX XMLCite \textit{H.-C. O} et al., J. Differ. Equations 260, No. 4, 3151--3172 (2016; Zbl 1341.35167) Full Text: DOI arXiv
Zhou, Jianjun; Liu, Bin The existence and uniqueness of the solution for nonlinear Kolmogorov equations. (English) Zbl 1251.93146 J. Differ. Equations 253, No. 11, 2873-2915 (2012). MSC: 93E20 60H30 60H15 PDFBibTeX XMLCite \textit{J. Zhou} and \textit{B. Liu}, J. Differ. Equations 253, No. 11, 2873--2915 (2012; Zbl 1251.93146) Full Text: DOI
Bernicot, Frédéric; Venel, Juliette Stochastic perturbation of sweeping process and a convergence result for an associated numerical scheme. (English) Zbl 1226.34014 J. Differ. Equations 251, No. 4-5, 1195-1224 (2011). Reviewer: Daniel C. Biles (Nashville) MSC: 34A60 60H10 34D10 34F05 65C30 65L05 65L20 PDFBibTeX XMLCite \textit{F. Bernicot} and \textit{J. Venel}, J. Differ. Equations 251, No. 4--5, 1195--1224 (2011; Zbl 1226.34014) Full Text: DOI
Menaldi, José-Luis; Tubaro, Luciano Green and Poisson functions with Wentzell boundary conditions. (English) Zbl 1119.45004 J. Differ. Equations 237, No. 1, 77-115 (2007). Reviewer: Rodica Luca Tudorache (Iaşi) MSC: 45K05 PDFBibTeX XMLCite \textit{J.-L. Menaldi} and \textit{L. Tubaro}, J. Differ. Equations 237, No. 1, 77--115 (2007; Zbl 1119.45004) Full Text: DOI Link