Anticipated BSDEs driven by time-changed Lévy noises (Q2515854): Difference between revisions

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+Maximum principle for the stochastic optimal control problem with delay and application
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+Solutions of Backward Stochastic Differential Equations on Markov Chains
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+Ergodic BSDEs Driven by Markov Chains
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+Normal rank
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+On Markovian solutions to Markov chain BSDEs
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+Normal rank
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+BSDEs driven by time-changed Lévy noises and optimal control
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+Backward Stochastic Differential Equations in Finance
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+Anticipated backward stochastic differential equations on Markov chains
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+Adapted solution of a backward stochastic differential equation
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+Anticipated backward stochastic differential equations
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+Necessary and sufficient condition for the comparison theorem of multidimensional anticipated backward stochastic differential equations
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+The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls
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