Pages that link to "Item:Q936592"
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The following pages link to The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications (Q936592):
Displayed 11 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)
- 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)
- 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)
- Stochastic Differential Equations with Nonlocal Sample Dependence (Q3068097) (← links)