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Stochastic Processes

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Stochastic Processes

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Research Frontiers in Backward Stochastic Differential Equations

Analysis of BSDEs and their connections to partial differential equations, optimal control, and mathematical finance.

Non-Markovian Memory Effects in Backward Stochastic Systems
BSDEs with Path-Dependent Coefficients and Singular Control
Quadratic Growth BSDEs Beyond Exponential Integrability
Backward Equations in Rough Path Theory
Mean-Field BSDEs and Propagation of Chaos
BSDEs with Jump Discontinuities and Optimal Stopping
Viscosity Solutions and Nonlinear PDEs via Backward Processes
Reflected BSDEs in Constrained Optimal Control
BSDEs with Infinite-Dimensional Noise and Hilbert Spaces
Machine Learning Approximations of High-Dimensional BSDEs

All Stochastic Processes PhD categories