BSDE driven by Poisson point processes with discontinuous coefficient (Q2257520): Difference between revisions

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+Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
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+BSDE associated with Lévy processes and application to PDIE
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+Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient
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+Backward stochastic differential equations and integral-partial differential equations
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+BSDEs with polynomial growth generators
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+BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations.
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+Backward Stochastic Differential Equations in Finance
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+BSDE driven by a simple Lévy process with continuous coefficient
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+Zero-sum stochastic differential games and backward equations
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+Q4274285
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+A class of backward stochastic differential equations with discontinuous coefficients
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+Backward stochastic differential equations with continuous coefficient
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+Reflected backward stochastic differential equations with jumps
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+Sur l'existence de solutions d'équations différentielles stochastiques progréssives rétrogrades couplées
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+Adapted solution of a backward stochastic differential equation
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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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