Pages that link to "Item:Q2269672"
From MaRDI portal
The following pages link to BSDEs with random default time and related zero-sum stochastic differential games (Q2269672):
Displayed 5 items.
- BSDEs with polynomial growth generators in a defaultable market (Q488680) (← links)
- Reflected BSDEs with random default time and related mixed optimal stopping-control problems (Q1945980) (← links)
- Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales (Q2671650) (← links)
- A stochastic maximum principle for backward control systems with random default time (Q5022829) (← links)
- Reflected and doubly reflected BSDEs driven by RCLL martingales (Q5038443) (← links)