BSDEs with jumps and path-dependent parabolic integro-differential equations (Q2515975): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s11401-015-0917-5 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1898927915 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations and integral-partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conjugate convex functions in optimal stochastic control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Change of variable formulas for non-anticipative functionals on path space / rank
 
Normal rank
Property / cites work
 
Property / cites work: A functional extension of the Ito formula / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional Itō calculus and stochastic integral representation of martingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional Itô calculus / rank
 
Normal rank
Property / cites work
 
Property / cites work: On viscosity solutions of path dependent PDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Stochastic Differential Equations in Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coeffi\-cients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forward-backward stochastic differential equations and their applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Representation theorems for backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Path regularity for solutions of backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapted solution of a backward stochastic differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4029028 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic interpretation for systems of quasilinear parabolic partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: BSDE, path-dependent PDE and nonlinear Feynman-Kac formula / rank
 
Normal rank
Property / cites work
 
Property / cites work: Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps / rank
 
Normal rank

Latest revision as of 14:53, 10 July 2024

scientific article
Language Label Description Also known as
English
BSDEs with jumps and path-dependent parabolic integro-differential equations
scientific article

    Statements

    BSDEs with jumps and path-dependent parabolic integro-differential equations (English)
    0 references
    0 references
    7 August 2015
    0 references
    backward stochastic differential equations
    0 references
    jump-diffusion processes
    0 references
    Itō integral
    0 references
    path-dependent parabolic integro-differential equations
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references