Pages that link to "Item:Q2436795"
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The following pages link to BSDEs driven by time-changed Lévy noises and optimal control (Q2436795):
Displayed 12 items.
- Applications of anticipated BSDEs driven by time-changing Lévy noises (Q343547) (← links)
- Converse comparison theorems for multidimensional anticipated backward stochastic differential equations (Q826699) (← links)
- BSDEs with monotone generator driven by time-changed Lévy noises (Q1629857) (← links)
- A maximum principle for mean-field SDEs with time change (Q1678481) (← links)
- On stochastic control for time changed Lévy dynamics (Q2089015) (← links)
- Mean-field anticipated BSDEs driven by time-changed Lévy noises (Q2144088) (← links)
- Anticipated BSDEs driven by time-changed Lévy noises (Q2515854) (← links)
- Hedging Under Worst-Case-Scenario in a Market Driven by Time-Changed Lévy Noises (Q2956066) (← links)
- BSDEs driven by time-changed Lévy noises with non-Lipschitz generators (Q5078258) (← links)
- Generalized anticipated backward stochastic differential equations driven by Brownian motion and continuous increasing process (Q5084745) (← links)
- Solving discrete first-order matrix linear control problems with general parametric uncertainties: a probability-density-based approach (Q6099847) (← links)
- Mean-field backward doubly stochastic Volterra integral equations and their applications (Q6107309) (← links)