Pages that link to "Item:Q737168"
From MaRDI portal
The following pages link to Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting (Q737168):
Displayed 23 items.
- \(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration (Q522550) (← links)
- \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
- Asymptotic approach for backward stochastic differential equation with singular terminal condition (Q1994916) (← links)
- Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration (Q2042792) (← links)
- Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint (Q2045151) (← links)
- Neumann problem for backward SPDEs with singular terminal conditions and application in constrained stochastic control under target zone (Q2132528) (← links)
- Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting (Q2176177) (← links)
- A note on costs minimization with stochastic target constraints (Q2183107) (← links)
- Optimal position targeting via decoupling fields (Q2192736) (← links)
- Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
- Multi-dimensional optimal trade execution under stochastic resilience (Q2274225) (← links)
- Integro-partial differential equations with singular terminal condition (Q2357187) (← links)
- Limit behaviour of BSDE with jumps and with singular terminal condition (Q2954247) (← links)
- Mean-Field Leader-Follower Games with Terminal State Constraint (Q3300842) (← links)
- <i>L<sup>p</sup></i>-solution for BSDEs with jumps in the case<i>p</i><2 (Q4584694) (← links)
- Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience (Q4596852) (← links)
- Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint (Q4604636) (← links)
- On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
- Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
- A Mean Field Game of Optimal Portfolio Liquidation (Q5026436) (← links)
- Continuity problem for singular BSDE with random terminal time (Q5043557) (← links)
- Backward stochastic differential equations with non-Markovian singular terminal values (Q5384774) (← links)
- Portfolio liquidation games with self‐exciting order flow (Q6054433) (← links)