Pages that link to "Item:Q2251710"
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The following pages link to Anticipated backward stochastic differential equations with jumps under the non-Lipschitz condition (Q2251710):
Displayed 2 items.
- A stochastic maximum principle for a Markov regime-switching jump-diffusion model with delay and an application to finance (Q1626520) (← links)
- The adapted solutions and comparison theorem for anticipated backward stochastic differential equations with Poisson jumps under the weak conditions (Q2405913) (← links)