Pages that link to "Item:Q2370097"

The following pages link to Backward stochastic differential equations with random stopping time and singular final condition (Q2370097):

Displaying 7 items.

• On backward stochastic differential equations and strict local martingales (Q429279) (← links)
• Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting (Q737168) (← links)
• Asymptotic approach for backward stochastic differential equation with singular terminal condition (Q1994916) (← links)
• Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration (Q2042792) (← links)
• Optimal position targeting via decoupling fields (Q2192736) (← links)
• Second order backward SDE with random terminal time (Q2201514) (← links)
• A Mean Field Game of Optimal Portfolio Liquidation (Q5026436) (← links)