Pages that link to "Item:Q990389"

The following pages link to Backward stochastic differential equations with time delayed generators -- results and counterexamples (Q990389):

Displaying 34 items.

• Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation (Q262025) (← links)
• Applications of anticipated BSDEs driven by time-changing Lévy noises (Q343547) (← links)
• Multivalued backward stochastic differential equations with time delayed generators (Q403184) (← links)
• Reflected backward stochastic differential equations with time delayed generators (Q433591) (← links)
• Backward stochastic differential equations approach to hedging, option pricing, and insurance problems (Q462406) (← links)
• A BSDE with delayed generator approach to pricing under counterparty risk and collateralization (Q507677) (← links)
• Maximum principle for a stochastic delayed system involving terminal state constraints (Q527801) (← links)
• FBDEs with time delayed generators: \(L^{p}\)-solutions, differentiability, representation formulas and path regularity (Q554465) (← links)
• Optimal control problem of backward stochastic differential delay equation under partial information (Q899124) (← links)
• On Malliavin's differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures (Q988681) (← links)
• Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information (Q1663007) (← links)
• Reflected and doubly reflected backward stochastic differential equations with time-delayed generators (Q1721913) (← links)
• Multidimensional Markovian FBSDEs with super-quadratic growth (Q1730937) (← links)
• Reflected backward stochastic differential equations with time-delayed generators (Q1743324) (← links)
• Reflected BSDEs with time-delayed generators and nonlinear resistance (Q2006714) (← links)
• A class of stochastic Fredholm-algebraic equations and applications in finance (Q2033771) (← links)
• The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (Q2038277) (← links)
• Linear quadratic optimal control problems of delayed backward stochastic differential equations (Q2238967) (← links)
• Two fixed point theorems in complete random normed modules and their applications to backward stochastic equations (Q2287243) (← links)
• A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance (Q2301492) (← links)
• Stochastic optimal control of McKean-Vlasov equations with anticipating law (Q2322297) (← links)
• A simple constructive approach to quadratic BSDEs with or without delay (Q2447694) (← links)
• Large deviations for stochastic differential equations with general delayed generator (Q2660758) (← links)
• Reflected BSDE’s with discontinuous barrier and time delayed generators (Q2786476) (← links)
• BSDEs with Time-Delayed Generators of a Moving Average Type with Applications to Non-Monotone Preferences (Q2904313) (← links)
• Non-Zero Sum Differential Games of Backward Stochastic Differential Delay Equations Under Partial Information (Q2970897) (← links)
• INFINITE HORIZON OPTIMAL CONTROL PROBLEMS OF BACKWARD STOCHASTIC DELAY DIFFERENTIAL EQUATIONS IN HILBERT SPACES (Q3305787) (← links)
• Numerical approximations of McKean anticipative backward stochastic differential equations arising in initial margin requirements (Q4967860) (← links)
• BSDEs and SDEs with time-advanced and -delayed coefficients (Q5087028) (← links)
• BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART II: CVA (Q5175222) (← links)
• Fully coupled forward–backward stochastic dynamics and functional differential systems (Q5251124) (← links)
• Forward–backward stochastic differential equations with delay generators (Q6038468) (← links)
• Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations (Q6095317) (← links)
• Time-delayed generalized BSDEs (Q6123263) (← links)