# Nonlinear Stochastic Differential Equations

### Fully nonlinear stochastic partial differential equations: non-smooth equations and applications

**equations**like ...fully

**nonlinear**character of the

**equations**seems to make them inaccessible to the classical martingale theory employed for the linear ...the

**equations**can not be ...

12

### PROBABILISTIC PROPERTIES AND PARAMETRIC INFERENCE OF SMALL VARIANCE NONLINEAR SELF-STABILIZING STOCHASTIC DIFFERENTIAL EQUATIONS

**stochastic**

**differential**

**equations**with small ...

34

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

**nonlinear**PDE, motivated in particular by uncertain volatility model and more generally by

**stochastic**control problem where control can affect both drift and diffusion terms of the state process, ...

197

### Stochastic partial differential equations with singular terminal condition

**stochastic**

**differential**

**equations**,

**stochastic**partial

**differential**

**equations**, monotone condition, singular terminal ...Doubly

**Stochastic**

**Differential**...

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### Scaling limits and stochastic homogenization for some nonlinear parabolic equations

**NONLINEAR**PARABOLIC

**EQUATIONS**PIERRE CARDALIAGUET, NICOLAS DIRR AND PANAGIOTIS ...form,

**nonlinear**partial

**differential**equation, the study of which is the second aim of the ...

43

### Some contributions to stochastic control and backward stochastic differential equations in finance.

**nonlinear**PDEs while standard BS- DEs induce quasi-linear ...order

**stochastic**target problem whose solution solves a 2BSDE and prove existence and uniqueness for general 2BSDEs in [86] with an ...

162

### An Extension of Massera’s Theorem for N-Dimensional Stochastic Differential Equations

**differential**

**equations**has received a particular interest. We quote the famous results of Massera [9]. In its approach, Massera was the first to establish a relation ...

9

### Forward-Backward Stochastic Differential Equations and Controlled McKean Vlasov Dynamics

**nonlinear**

**stochastic**dynamical systems of the McKean Vlasov ...the

**stochastic**maximum principle and give sufficient conditions for existence of an optimal ...large

**stochastic**games with ...

39

### Accelerated finite elements schemes for parabolic stochastic partial differential equations

**stochastic**parabolic PDEs of the form of equation ...of

**equations**arise in various fields of sciences and engineering, for example in

**nonlinear**filtering of partially observed diffusion ...these ...

38

### Scaling limits and stochastic homogenization for some nonlinear parabolic equations

**stochastic**...

44

### Singular Forward-Backward Stochastic Differential Equations and Emissions Derivatives

**stochastic**

**differential**equation (SDE) for the aggregate emissions in the economy, and a backward

**stochastic**

**differential**equation (BSDE) for the allowance ...a

**nonlinear**...

34

### On a Wasserstein-type distance between solutions to stochastic differential equations

**stochastic**

**differential**with coefficients µ and σ and initial condition x 0 . The definition of the following ...

30

### Strong solutions to stochastic differential equations with rough coefficients

**stochastic**flows for ...Kolmogorov

**equations**; the first one associated to the SDE ...a

**stochastic**transport equation whose solutions are in correspondence with the stochas- tic ...

47

### On limit theorems and backward stochastic differential equations via Malliavin calculus

151

### On a Wasserstein-type distance between solutions to stochastic differential equations

**stochastic**control representation. ...

30

### Nonlinear damped partial differential equations and their uniform discretizations

**equations**in the absence of geometric control condition (see [ 12 ]) but also for indirect stabilization for coupled systems, that is when certain

**equations**are not directly stabilized, even though the ...

42

### Solvability for a nonlinear coupled system of n fractional differential equations

**nonlinear**coupled system of n−fractional dif- ferential

**equations**. Applying ...

11

### Forward and Backward Stochastic Differential Equations with normal constraint in law

67

### An eXtended Stochastic Finite Element Method for solving stochastic partial differential equations on random domains

**stochastic**quadrature technique has given very good results since elementary matrices and vectors had a nice dependence on the random vari- ...higher

**stochastic**dimension are key questions which ...

51

### Parametric inference for mixed models defined by stochastic differential equations

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