Backward stochastic differential equations with time delayed generators -- results and counterexamples (Q990389): Difference between revisions

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+Q124840340
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+.4701
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+On measure solutions of backward stochastic differential equations
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+Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging
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+On Malliavin's differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures
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+Backward Stochastic Differential Equations in Finance
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+Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton–Jacobi–Bellman Equations
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+Q5502679
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+Q4039796
@@ Property / cites work: Q4039796 / rank @@
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+Backward stochastic differential equations and partial differential equations with quadratic growth.
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+Q3707054
@@ Property / cites work: Q3707054 / rank @@
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+Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem
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+Adapted solution of a backward stochastic differential equation
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+Existence-uniqueness and continuation theorems for stochastic functional differential equations
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