Pages that link to "Item:Q690880"

The following pages link to Existence, uniqueness and comparisons for BSDEs in general spaces (Q690880):

Displaying 26 items.

• Nonlinear reserving in life insurance: aggregation and mean-field approximation (Q343953) (← links)
• Anticipated backward stochastic differential equations on Markov chains (Q383942) (← links)
• Reflected BSDEs on filtered probability spaces (Q491186) (← links)
• Nonlinear reserving and multiple contract modifications in life insurance (Q784434) (← links)
• Mean-field backward stochastic differential equations in general probability spaces (Q1663545) (← links)
• Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663) (← links)
• Special weak Dirichlet processes and BSDEs driven by a random measure (Q1708976) (← links)
• A stochastic maximum principle for Markov chains of mean-field type (Q1712149) (← 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)
• Optimal control for stochastic Volterra equations with multiplicative Lévy noise (Q2179109) (← links)
• Representation of solutions to 2BSDEs in an extended monotonicity setting (Q2208977) (← links)
• Uniqueness of solution to scalar BSDEs with \(L\exp\left(\mu_0\sqrt{2\log(1+L)}\right)\)-integrable terminal values: an \(L^1\)-solution approach (Q2240578) (← links)
• A general comparison theorem for reflected BSDEs (Q2244498) (← links)
• Optimal control and zero-sum games for Markov chains of mean-field type (Q2280176) (← links)
• Representation theorems for generators of BSDEs and the extended \(g\)-expectations in probability spaces with general filtration (Q2308363) (← links)
• \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps (Q2408993) (← links)
• Mean-field risk sensitive control and zero-sum games for Markov chains (Q2414443) (← links)
• Some results on general quadratic reflected BSDEs driven by a continuous martingale (Q2637208) (← links)
• Dynamics of state-wise prospective reserves in the presence of non-monotone information (Q2657019) (← links)
• BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration (Q2804558) (← links)
• A general comparison theorem for backward stochastic differential equations (Q3059700) (← links)
• Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function (Q3177920) (← links)
• A framework of BSDEs with stochastic Lipschitz coefficients (Q5140340) (← links)
• Undiscounted Markov Chain BSDEs to Stopping Times (Q5416555) (← links)
• Nonlinear BSDEs on a general filtration with drivers depending on the martingale part of the solution (Q6157008) (← links)