Pages that link to "Item:Q855683"

The following pages link to Backward stochastic differential equations with jumps and related nonlinear expectations (Q855683):

Displaying 36 items.

• A new representation for second order stochastic integral-differential operators and its applications (Q2343564) (← links)
• Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE (Q2354152) (← links)
• Maximum principles for jump diffusion processes with infinite horizon (Q2356691) (← links)
• Reflected backward stochastic differential equation with jumps and RCLL obstacle (Q2378594) (← links)
• The adapted solutions and comparison theorem for anticipated backward stochastic differential equations with Poisson jumps under the weak conditions (Q2405913) (← links)
• On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation (Q2412393) (← links)
• Mean-field risk sensitive control and zero-sum games for Markov chains (Q2414443) (← links)
• Backward stochastic differential equations associated to jump Markov processes and applications (Q2434482) (← links)
• BSDEs driven by time-changed Lévy noises and optimal control (Q2436795) (← links)
• BSDEs with jumps, optimization and applications to dynamic risk measures (Q2447715) (← links)
• Reflected BSDEs with nonpositive jumps, and controller-and-stopper games (Q2512848) (← links)
• A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem (Q2638356) (← links)
• Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition (Q2654210) (← links)
• Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales (Q2671650) (← links)
• Multidimensional BSDE with Poisson jumps of Osgood type (Q2690851) (← links)
• BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration (Q2804558) (← links)
• Quadratic BSDEs with jumps: Related nonlinear expectations (Q2810662) (← links)
• Portfolio optimization under model uncertainty and BSDE games (Q2866379) (← links)
• Limit behaviour of BSDE with jumps and with singular terminal condition (Q2954247) (← links)
• A Stochastic HJB Equation for Optimal Control of Forward-Backward SDEs (Q2956064) (← links)
• A general comparison theorem for backward stochastic differential equations (Q3059700) (← links)
• On a Class of Quadratic Growth RBSDE with Jumps and Its Application (Q3396377) (← links)
• Probabilistic interpretation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs equations (Q4999594) (← links)
• BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART II: CVA (Q5175222) (← links)
• Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
• Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps (Q5372048) (← links)
• TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
• Undiscounted Markov Chain BSDEs to Stopping Times (Q5416555) (← links)
• OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
• Anticipated backward stochastic Volterra integral equations with jumps and applications to dynamic risk measures (Q6101862) (← links)
• Reflected backward stochastic differential equations associated to jump Markov processes and application to partial differential equations (Q6111874) (← links)
• PDEs FOR REFLECTED BSDENMs APPLIED TO AMERICAN OPTIONS (Q6119768) (← links)
• Nonlinear BSDEs on a general filtration with drivers depending on the martingale part of the solution (Q6157008) (← links)
• Reflected generalized discontinuous BSDEs with rcll barrier and an obstacle problem of IPDE with nonlinear Neumann boundary conditions (Q6157630) (← links)
• The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps (Q6159008) (← links)
• Bounds on mean variance hedging in jump diffusion (Q6185522) (← links)