\(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570): Difference between revisions

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+.10157
@@ Property / arXiv ID: 1611.10157 / rank @@
+Normal rank
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+BSDEs with Singular Terminal Condition and a Control Problem with Constraints
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+Set-valued analysis
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+BSDE associated with Lévy processes and application to PDIE
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+Existence and uniqueness for backward stochastic differential equations driven by a random measure, possibly non quasi-left continuous
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+Optimal control of semi-Markov processes with a backward stochastic differential equations approach
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+Backward stochastic differential equations and integral-partial differential equations
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+Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging
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+Conjugate convex functions in optimal stochastic control
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+BSDEs with polynomial growth generators
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+\(L^p\) solutions of backward stochastic differential equations.
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+Backward Stochastic Differential Equations Driven By Càdlàg Martingales
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+Solutions of Backward Stochastic Differential Equations on Markov Chains
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+Comparisons for backward stochastic differential equations on Markov chains and related no-arbitrage conditions
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+Stochastic Calculus and Applications
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+On Markovian solutions to Markov chain BSDEs
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+Backward Stochastic Differential Equations and Optimal Control of Marked Point Processes
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+Backward stochastic differential equations associated to jump Markov processes and applications
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+Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control
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+Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison
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+The Representation of Martingales of Jump Processes
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+Q3136505
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+\(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration
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+Backward Stochastic Differential Equations in Finance
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+Optimal trade execution: a mean quadratic variation approach
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+OPTIMAL TRADE EXECUTION UNDER GEOMETRIC BROWNIAN MOTION IN THE ALMGREN AND CHRISS FRAMEWORK
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+Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience
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+A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions
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+Q4274285
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+\(L^p\) estimates for fully coupled FBSDEs with jumps
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+Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
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+Calcul stochastique et problèmes de martingales
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+Q3924937
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+Quadratic BSDEs with jumps: a fixed-point approach
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+Quadratic BSDEs with jumps: Related nonlinear expectations
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+Progressive enlargement of filtrations and backward stochastic differential equations with jumps
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+PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME
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+BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration
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+Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting
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+Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance
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+Adapted solution of a backward stochastic differential equation
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+Backward stochastic differential equations with jumps and related nonlinear expectations
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+Backward Stochastic Differential Equations for a Single Jump Process
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+On solutions of backward stochastic differential equations with jumps and applications
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+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
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+Backward stochastic differential equation with random measures
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+\(\mathbb L^p\) solutions of backward stochastic differential equations with jumps
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