Some existence results for advanced backward stochastic differential equations with a jump time (Q4606386): Difference between revisions

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+https://doi.org/10.1051/proc/201756088
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+W2590080906
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+Enlargement of Filtration with Finance in View
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+Changes of filtrations and of probability measures
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+BSDEs with default jump
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+What happens after a default: the conditional density approach
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+Backward Stochastic Differential Equations in Finance
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+Semi-martingales et grossissement d'une filtration
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+Progressive enlargement of filtrations and backward stochastic differential equations with jumps
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+Mean-variance hedging on uncertain time horizon in a market with a jump
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+Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations
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+Anticipated backward stochastic differential equations
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+Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management
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+Optional splitting formula in a progressively enlarged filtration
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