Pages that link to "Item:Q1382509"
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The following pages link to On solutions of backward stochastic differential equations with jumps and applications (Q1382509):
Displayed 31 items.
- Multidimensional BSDEs with weak monotonicity and general growth generators (Q381059) (← links)
- Dynamic investment strategies to reaction-diffusion systems based upon stochastic differential utilities (Q538320) (← links)
- Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance (Q704754) (← links)
- Backward stochastic dynamics on a filtered probability space (Q717884) (← links)
- On solutions to backward stochastic partial differential equations for Lévy processes (Q719427) (← links)
- Optimal reinsurance/investment problems for general insurance models (Q835068) (← links)
- The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications (Q936592) (← links)
- Linear quadratic nonzero-sum differential games with random jumps (Q940010) (← links)
- BSDE driven by a simple Lévy process with continuous coefficient (Q945456) (← links)
- Reflected and doubly reflected BSDEs for Lévy processes: solutions and comparison (Q966535) (← links)
- Existence and uniqueness of solutions to the backward 2D stochastic Navier-Stokes equations (Q1016612) (← links)
- On a type of stochastic differential equations driven by countably many Brownian motions (Q1410559) (← links)
- Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient (Q1565878) (← links)
- Nonlinear Doob-Meyer decomposition with jumps. (Q1566019) (← links)
- On solutions of backward stochastic differential equations with jumps, with unbounded stopping times as terminal and with non-Lipschitz coefficients, and probabilistic interpretation of quasi-linear elliptic type integro-differential equations (Q1580627) (← links)
- Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient (Q1612975) (← links)
- Forward-backward stochastic differential equations with Brownian motion and Poisson process (Q1864226) (← links)
- On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control (Q1871337) (← links)
- \(H_\infty\) control for stochastic systems with Poisson jumps (Q1937771) (← links)
- Reflected backward stochastic differential equations driven by Lévy processes (Q2462078) (← links)
- On comparison theorem and solutions of BSDEs for Lévy processess (Q2468797) (← links)
- Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps (Q2642034) (← links)
- Mean–variance portfolio selection based on a generalized BNS stochastic volatility model (Q2885567) (← links)
- Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations (Q3021251) (← links)
- Reflected BSDE and Reflected PDIE (Q3158158) (← links)
- Infinite Horizon Reflected Backward SDEs with Jumps and RCLL Obstacle (Q3423715) (← links)
- Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration (Q4431483) (← links)
- On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps (Q4432683) (← links)
- The Output Feedback <i><scp>H</scp></i><sub>∞</sub> Control Design for the Linear Stochastic System Driven by Both Brownian Motion and <scp>P</scp>oisson Jumps: A Nonlinear Matrix Inequality Approach (Q5416869) (← links)
- Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields (Q5711149) (← links)
- Anticipated backward stochastic differential equations with non-Lipschitz coefficients (Q5891561) (← links)