Pages that link to "Item:Q936592"

The following pages link to The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications (Q936592):

Displaying 26 items.

• Multidimensional BSDEs with weak monotonicity and general growth generators (Q381059) (← links)
• Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty (Q452084) (← links)
• \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators (Q495173) (← links)
• Stability of stochastic reaction-diffusion recurrent neural networks with unbounded distributed delays (Q541348) (← links)
• Multi-dimensional backward stochastic differential equations with one reflecting lower barrier of Itô diffusion type (Q616305) (← links)
• Comparison theorem for stochastic differential delay equations with jumps (Q645022) (← links)
• Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor (Q653653) (← links)
• Taylor approximation of the solutions of stochastic differential delay equations with Poisson jump (Q718383) (← links)
• Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes (Q1666165) (← links)
• Reflected and doubly reflected backward stochastic differential equations with time-delayed generators (Q1721913) (← links)
• Differentiability of SDEs with drifts of super-linear growth (Q1721995) (← links)
• Limits and dynamics of stochastic neuronal networks with random heterogeneous delays (Q1938840) (← links)
• A fuzzy approach to robust control of stochastic nonaffine nonlinear systems (Q1954782) (← links)
• Mean square exponential stability of stochastic Cohen-Grossberg neural networks with unbounded distributed delays (Q1958769) (← links)
• \(L^p\)-solutions and comparison results for Lévy-driven backward stochastic differential equations in a monotonic, general growth setting (Q2116478) (← links)
• Representation of solutions to 2BSDEs in an extended monotonicity setting (Q2208977) (← links)
• Anticipated backward stochastic differential equations with jumps under the non-Lipschitz condition (Q2251710) (← links)
• Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting (Q2296120) (← links)
• \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps (Q2408993) (← links)
• Analysis of a stochastic model for algal bloom with nutrient recycling (Q2821158) (← links)
• Mixed stochastic delay differential equations (Q2944762) (← links)
• Stochastic Differential Equations with Nonlocal Sample Dependence (Q3068097) (← links)
• INFINITE HORIZON OPTIMAL CONTROL PROBLEMS OF BACKWARD STOCHASTIC DELAY DIFFERENTIAL EQUATIONS IN HILBERT SPACES (Q3305787) (← links)
• \( \mathbb{L}^2\)-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration (Q6112112) (← links)
• The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462) (← links)
• Nonlinear BSDEs on a general filtration with drivers depending on the martingale part of the solution (Q6157008) (← links)