Backward stochastic differential equations and stochastic control and applications to mathematical finance

Keywords : Backward stochastic differential equations, utility maximisation, viscosity solutions, American options, mean-field games, forward-backward SDEs. Abstract : This thesis

Key Words: Backward Doubly Stochastic Differential Equations, Semilinear Stochastic PDEs, Generalized Backward Doubly Stochastic Differential Equations, Quasilinear

In this chapter, we study in the non-markovian case a discrete time approximation scheme for the solution of a doubly reflected Backward Stochastic Differential Equation (DRBSDE

Flow cytometric analyses of CD8 þ T cells for NKG2D expression and (b) prognosis value shown by Kaplan- Meier overall survival (OS) curves segregating the cohort of metastatic

As the spectra of the radicals and their corresponding cations are now available from the same experiment, this allows one to probe the changes in chemical bonding upon

‫ﺍﻨﺘﻅﻤﺕ ﺍﻝﺨﻁﺔ ﻓﻲ ﻓﺼل ﺘﻤﻬﻴﺩﻱ ﻭﺜﻼﺙ ﻓﺼﻭل ﻭﺨﺎﺘﻤﺔ‪ .‬ﺘﻀﻤﻥ ﺍﻝﺘﻤﻬﻴﺩ ﺇﻁﺎﺭﺍ ﻋﺎﻤﺎ ﻋﻥ‬ ‫ﻤﻔﻬﻭﻡ ﺍﻝﻤﺸﺎﺭﻜﺔ ﺍﻝﺴﻴﺎﺴﻴﺔ ﻤﻥ ﺨﻼل ﺘﻌﺭﻴﻔﻬﺎ‪ ،‬ﻤﺴﺘﻭﻴﺎﺘﻬﺎ‪

Reflected stochastic differential equations have been introduced in the pionneering work of Skorokhod (see [Sko61]), and their numerical approximations by Euler schemes have been