Pages that link to "Item:Q2515933"
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The following pages link to Quadratic BSDEs with jumps: a fixed-point approach (Q2515933):
Displayed 13 items.
- Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
- Risk-sensitive credit portfolio optimization under partial information and contagion risk (Q2083252) (← links)
- Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach (Q2238894) (← links)
- Some results on general quadratic reflected BSDEs driven by a continuous martingale (Q2637208) (← links)
- Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators (Q2670782) (← links)
- On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
- On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples (Q5038289) (← links)
- Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations (Q5074077) (← links)
- Quadratic BSDEs with jumps and related PIDEs (Q5086911) (← links)
- Anticipated backward SDEs with jumps and quadratic-exponential growth drivers (Q5384785) (← links)
- On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications (Q6115252) (← links)