Pages that link to "Item:Q690880"
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The following pages link to Existence, uniqueness and comparisons for BSDEs in general spaces (Q690880):
Displayed 18 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)
- 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)
- \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps (Q2408993) (← links)
- Some results on general quadratic reflected BSDEs driven by a continuous martingale (Q2637208) (← 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)
- Singular recursive utility (Q4584681) (← links)
- On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
- Anticipated BSDEs driven by a single jump process (Q4607793) (← links)
- Undiscounted Markov Chain BSDEs to Stopping Times (Q5416555) (← links)
- Discrete-Time BSDEs with Random Terminal Horizon (Q5416839) (← links)