Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration (Q2042792): Difference between revisions

@@ Property / cites work @@
+BSDEs with Singular Terminal Condition and a Control Problem with Constraints
+Normal rank
@@ Property / cites work @@
+Q5508306
@@ Property / cites work: Q5508306 / rank @@
+Normal rank
@@ Property / cites work @@
+Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint
+Normal rank
@@ Property / cites work @@
+Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging
+Normal rank
@@ Property / cites work @@
+The heat equation in time dependent domains with insulated boundaries
+Normal rank
@@ Property / cites work @@
+The damped wave equation in a moving domain
@@ Property / cites work: The damped wave equation in a moving domain / rank @@
+Normal rank
@@ Property / cites work @@
+A functional extension of the Ito formula
@@ Property / cites work: A functional extension of the Ito formula / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with jumps and their actuarial and financial applications. BSDEs with jumps
+Normal rank
@@ Property / cites work @@
+Differentiation Under the Integral Sign
@@ Property / cites work: Differentiation Under the Integral Sign / rank @@
+Normal rank
@@ Property / cites work @@
+Smooth solutions to portfolio liquidation problems under price-sensitive market impact
+Normal rank
@@ Property / cites work @@
+Q2787919
@@ Property / cites work: Q2787919 / rank @@
+Normal rank
@@ Property / cites work @@
+Hitting Lines with Two-Dimensional Brownian Motion
+Normal rank
@@ Property / cites work @@
+Q4311824
@@ Property / cites work: Q4311824 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3955929
@@ Property / cites work: Q3955929 / rank @@
+Normal rank
@@ Property / cites work @@
+BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration
+Normal rank
@@ Property / cites work @@
+Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting
+Normal rank
@@ Property / cites work @@
+<i>L<sup>p</sup></i>-solution for BSDEs with jumps in the case<i>p</i>&lt;2
+Normal rank
@@ Property / cites work @@
+Introduction to Smooth Manifolds
@@ Property / cites work: Introduction to Smooth Manifolds / rank @@
+Normal rank
@@ Property / cites work @@
+Initial trace of positive solutions of some nonlinear parabolic equations
+Normal rank
@@ Property / cites work @@
+Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting
+Normal rank
@@ Property / cites work @@
+On the first passage problem for correlated Brownian motion
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations, backward SDEs, partial differential equations
+Normal rank
@@ Property / cites work @@
+First exit time probability for multidimensional diffusions: A PDE-based approach
+Normal rank
@@ Property / cites work @@
+Q3378055
@@ Property / cites work: Q3378055 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with singular terminal condition
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with random stopping time and singular final condition
+Normal rank
@@ Property / cites work @@
+Limit behaviour of BSDE with jumps and with singular terminal condition
+Normal rank
@@ Property / cites work @@
+Q4435813
@@ Property / cites work: Q4435813 / rank @@
+Normal rank
@@ Property / cites work @@
+Strict local martingales with jumps
@@ Property / cites work: Strict local martingales with jumps / rank @@
+Normal rank
@@ Property / cites work @@
+BSDEs with jumps, optimization and applications to dynamic risk measures
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with non-Markovian singular terminal values
+Normal rank