Pages that link to "Item:Q471510"
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The following pages link to Progressive enlargement of filtrations and backward stochastic differential equations with jumps (Q471510):
Displayed 14 items.
- Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control (Q303970) (← links)
- Portfolio optimization with insider's initial information and counterparty risk (Q486930) (← links)
- Infection time in multistable gene networks. A backward stochastic variational inequality with nonconvex switch-dependent reflection approach (Q505633) (← links)
- Dynamic credit investment in partially observed markets (Q889624) (← links)
- Constrained LQ problem with a random jump and application to portfolio selection (Q1624199) (← 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)
- Optimal investment under multiple defaults risk: a BSDE-decomposition approach (Q1948694) (← links)
- The use of BSDEs to characterize the mean-variance hedging problem and the variance optimal martingale measure for defaultable claims (Q2258827) (← links)
- BSDEs of counterparty risk (Q2347456) (← links)
- \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps (Q2408993) (← links)
- A stochastic maximum principle for backward control systems with random default time (Q2871780) (← links)
- Some existence results for advanced backward stochastic differential equations with a jump time (Q4606386) (← links)
- On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
