Pages that link to "Item:Q3059700"

The following pages link to A general comparison theorem for backward stochastic differential equations (Q3059700):

Displaying 19 items.

• Anticipated backward stochastic differential equations on Markov chains (Q383942) (← links)
• Existence, uniqueness and comparisons for BSDEs in general spaces (Q690880) (← links)
• Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes (Q1648907) (← links)
• Mean-field backward stochastic differential equations in general probability spaces (Q1663545) (← links)
• Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
• Optimal stopping of marked point processes and reflected backward stochastic differential equations (Q2041000) (← links)
• Backward stochastic differential equations with regime-switching and sublinear expectations (Q2132537) (← links)
• Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach (Q2238894) (← links)
• A general comparison theorem for reflected BSDEs (Q2244498) (← links)
• Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting (Q2296120) (← links)
• Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← links)
• \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps (Q2408993) (← links)
• On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
• Anticipated BSDEs driven by a single jump process (Q4607793) (← links)
• A framework of BSDEs with stochastic Lipschitz coefficients (Q5140340) (← links)
• Constrained BSDEs Driven by a Non-Quasi-Left-Continuous Random Measure and Optimal Control of PDMPs on Bounded Domains (Q5244156) (← links)
• Undiscounted Markov Chain BSDEs to Stopping Times (Q5416555) (← links)
• A STOCHASTIC CONTROL APPROACH TO BID-ASK PRICE MODELLING (Q5866978) (← links)
• Mean field games with absorption and common noise with a model of bank run (Q6072906) (← links)