Pages that link to "Item:Q2515932"
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The following pages link to Second order BSDEs with jumps: existence and probabilistic representation for fully-nonlinear PIDEs (Q2515932):
Displayed 9 items.
- Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049) (← links)
- Second-order BSDEs with jumps: formulation and uniqueness (Q748324) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- Mean-variance asset-liability management problem under non-Markovian regime-switching models (Q2187333) (← links)
- A semigroup approach to nonlinear Lévy processes (Q2301490) (← links)
- Probabilistic interpretation for solutions of fully nonlinear stochastic pdes (Q2416550) (← links)
- On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
- Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems (Q5013561) (← links)
- Wasserstein perturbations of Markovian transition semigroups (Q6157386) (← links)