Gangbo, Wilfrid; Mészáros, Alpár R.; Mou, Chenchen; Zhang, Jianfeng Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity. (English) Zbl 1501.35403 Ann. Probab. 50, No. 6, 2178-2217 (2022). MSC: 35Q89 35R15 49N80 49Q22 60H30 91A16 91A15 93E20 35A01 35A02 35B45 PDFBibTeX XMLCite \textit{W. Gangbo} et al., Ann. Probab. 50, No. 6, 2178--2217 (2022; Zbl 1501.35403) Full Text: DOI arXiv
Dunlap, Alexander; Gu, Yu A forward-backward SDE from the 2D nonlinear stochastic heat equation. (English) Zbl 1487.35463 Ann. Probab. 50, No. 3, 1204-1253 (2022). MSC: 35R60 35K15 35K58 60H10 60H15 PDFBibTeX XMLCite \textit{A. Dunlap} and \textit{Y. Gu}, Ann. Probab. 50, No. 3, 1204--1253 (2022; Zbl 1487.35463) Full Text: DOI arXiv
Leão, Dorival; Ohashi, Alberto; Simas, Alexandre B. A weak version of path-dependent functional Itô calculus. (English) Zbl 1451.60054 Ann. Probab. 46, No. 6, 3399-3441 (2018). Reviewer: Jean Picard (Aubière) MSC: 60H07 60G40 60G48 PDFBibTeX XMLCite \textit{D. Leão} et al., Ann. Probab. 46, No. 6, 3399--3441 (2018; Zbl 1451.60054) Full Text: DOI arXiv Euclid
Possamaï, Dylan; Tan, Xiaolu; Zhou, Chao Stochastic control for a class of nonlinear kernels and applications. (English) Zbl 1393.60064 Ann. Probab. 46, No. 1, 551-603 (2018). Reviewer: Anna Karczewska (Zielona Gora) MSC: 60H10 60H30 60G48 PDFBibTeX XMLCite \textit{D. Possamaï} et al., Ann. Probab. 46, No. 1, 551--603 (2018; Zbl 1393.60064) Full Text: DOI arXiv
Cosso, Andrea; Federico, Salvatore; Gozzi, Fausto; Rosestolato, Mauro; Touzi, Nizar Path-dependent equations and viscosity solutions in infinite dimension. (English) Zbl 1516.35192 Ann. Probab. 46, No. 1, 126-174 (2018). MSC: 35D40 35R15 60H15 60H30 PDFBibTeX XMLCite \textit{A. Cosso} et al., Ann. Probab. 46, No. 1, 126--174 (2018; Zbl 1516.35192) Full Text: DOI arXiv
Mastrolia, Thibaut; Possamaï, Dylan; Réveillac, Anthony Density analysis of BSDEs. (English) Zbl 1462.60079 Ann. Probab. 44, No. 4, 2817-2857 (2016). MSC: 60H10 60H07 PDFBibTeX XMLCite \textit{T. Mastrolia} et al., Ann. Probab. 44, No. 4, 2817--2857 (2016; Zbl 1462.60079) Full Text: DOI arXiv Euclid
Flandoli, Franco; Zanco, Giovanni An infinite-dimensional approach to path-dependent Kolmogorov equations. (English) Zbl 1356.60101 Ann. Probab. 44, No. 4, 2643-2693 (2016). Reviewer: Martin Ondreját (Praha) MSC: 60H15 60H10 60H30 35C99 PDFBibTeX XMLCite \textit{F. Flandoli} and \textit{G. Zanco}, Ann. Probab. 44, No. 4, 2643--2693 (2016; Zbl 1356.60101) Full Text: DOI arXiv Euclid
Ekren, Ibrahim; Touzi, Nizar; Zhang, Jianfeng Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II. (English) Zbl 1394.35228 Ann. Probab. 44, No. 4, 2507-2553 (2016). Reviewer: Iulian Stoleriu (Iaşi) MSC: 35K55 35D40 35K10 60H10 60H30 PDFBibTeX XMLCite \textit{I. Ekren} et al., Ann. Probab. 44, No. 4, 2507--2553 (2016; Zbl 1394.35228) Full Text: DOI arXiv Euclid
Ekren, Ibrahim; Touzi, Nizar; Zhang, Jianfeng Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. (English) Zbl 1375.35250 Ann. Probab. 44, No. 2, 1212-1253 (2016). MSC: 35K55 35R60 35D40 35K10 60H10 60H30 PDFBibTeX XMLCite \textit{I. Ekren} et al., Ann. Probab. 44, No. 2, 1212--1253 (2016; Zbl 1375.35250) Full Text: DOI arXiv Euclid
Kharroubi, Idris; Pham, Huyên Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE. (English) Zbl 1333.60150 Ann. Probab. 43, No. 4, 1823-1865 (2015). Reviewer: Hans Crauel (Frankfurt am Main) MSC: 60H30 60H10 35R09 60J60 60J75 49L25 35K55 93E20 PDFBibTeX XMLCite \textit{I. Kharroubi} and \textit{H. Pham}, Ann. Probab. 43, No. 4, 1823--1865 (2015; Zbl 1333.60150) Full Text: DOI arXiv Euclid
Bouchard, Bruno; Elie, Romuald; Réveillac, Anthony BSDEs with weak terminal condition. (English) Zbl 1321.60123 Ann. Probab. 43, No. 2, 572-604 (2015). Reviewer: Andrew Dale (Durban) MSC: 60H10 60H30 93E20 49L20 91G80 PDFBibTeX XMLCite \textit{B. Bouchard} et al., Ann. Probab. 43, No. 2, 572--604 (2015; Zbl 1321.60123) Full Text: DOI arXiv Euclid
Ekren, Ibrahim; Keller, Christian; Touzi, Nizar; Zhang, Jianfeng On viscosity solutions of path dependent PDEs. (English) Zbl 1320.35154 Ann. Probab. 42, No. 1, 204-236 (2014). Reviewer: Dora Seleši (Novi Sad) MSC: 35D40 35R60 60H15 60H30 35B51 35K58 PDFBibTeX XMLCite \textit{I. Ekren} et al., Ann. Probab. 42, No. 1, 204--236 (2014; Zbl 1320.35154) Full Text: DOI arXiv Euclid
Liang, Gechun; Lyons, Terry; Qian, Zhongmin Backward stochastic dynamics on a filtered probability space. (English) Zbl 1238.60064 Ann. Probab. 39, No. 4, 1422-1448 (2011). Reviewer: Nicolas Perkowski (Berlin) MSC: 60H10 60H30 60J45 PDFBibTeX XMLCite \textit{G. Liang} et al., Ann. Probab. 39, No. 4, 1422--1448 (2011; Zbl 1238.60064) Full Text: DOI arXiv
Kharroubi, Idris; Ma, Jin; Pham, Huyên; Zhang, Jianfeng Backward SDEs with constrained jumps and quasi-variational inequalities. (English) Zbl 1205.60114 Ann. Probab. 38, No. 2, 794-840 (2010). Reviewer: Jacek Jakubowski (Warszawa) MSC: 60H10 60H30 35K86 60G55 PDFBibTeX XMLCite \textit{I. Kharroubi} et al., Ann. Probab. 38, No. 2, 794--840 (2010; Zbl 1205.60114) Full Text: DOI arXiv
Ma, Jin; Zhang, Jianfeng; Zheng, Ziyu Weak solutions for forward-backward SDEs-a martingale problem approach. (English) Zbl 1154.60045 Ann. Probab. 36, No. 6, 2092-2125 (2008). MSC: 60H10 35K55 60H30 PDFBibTeX XMLCite \textit{J. Ma} et al., Ann. Probab. 36, No. 6, 2092--2125 (2008; Zbl 1154.60045) Full Text: DOI arXiv