Pages that link to "Item:Q1382509"
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The following pages link to On solutions of backward stochastic differential equations with jumps and applications (Q1382509):
Displayed 50 items.
- Multidimensional BSDEs with weak monotonicity and general growth generators (Q381059) (← links)
- Backward stochastic differential equations approach to hedging, option pricing, and insurance problems (Q462406) (← links)
- \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators (Q495173) (← links)
- Dynamic investment strategies to reaction-diffusion systems based upon stochastic differential utilities (Q538320) (← links)
- Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance (Q704754) (← links)
- Backward stochastic dynamics on a filtered probability space (Q717884) (← links)
- On solutions to backward stochastic partial differential equations for Lévy processes (Q719427) (← links)
- Optimal reinsurance/investment problems for general insurance models (Q835068) (← links)
- The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications (Q936592) (← links)
- Linear quadratic nonzero-sum differential games with random jumps (Q940010) (← links)
- BSDE driven by a simple Lévy process with continuous coefficient (Q945456) (← links)
- Reflected and doubly reflected BSDEs for Lévy processes: solutions and comparison (Q966535) (← links)
- Existence and uniqueness of solutions to the backward 2D stochastic Navier-Stokes equations (Q1016612) (← links)
- On a type of stochastic differential equations driven by countably many Brownian motions (Q1410559) (← links)
- Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient (Q1565878) (← links)
- Nonlinear Doob-Meyer decomposition with jumps. (Q1566019) (← links)
- On solutions of backward stochastic differential equations with jumps, with unbounded stopping times as terminal and with non-Lipschitz coefficients, and probabilistic interpretation of quasi-linear elliptic type integro-differential equations (Q1580627) (← links)
- Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient (Q1612975) (← links)
- Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps (Q1625492) (← links)
- Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes (Q1666165) (← links)
- Eigenvalues of stochastic Hamiltonian systems driven by Poisson process with boundary conditions (Q1678076) (← links)
- Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663) (← links)
- Reflected and doubly reflected backward stochastic differential equations with time-delayed generators (Q1721913) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
- Forward-backward stochastic differential equations with Brownian motion and Poisson process (Q1864226) (← links)
- On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control (Q1871337) (← links)
- \(H_\infty\) control for stochastic systems with Poisson jumps (Q1937771) (← links)
- BSDE with rcll reflecting barrier driven by a Lévy process (Q1986117) (← links)
- Asymptotic behavior of the stochastic Rayleigh-van der Pol equations with jumps (Q2015541) (← links)
- Some results on backward stochastic differential equations of fractional order (Q2080202) (← links)
- Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps (Q2096949) (← links)
- Convolutional neural network based simulation and analysis for backward stochastic partial differential equations (Q2159857) (← links)
- Reflected BSDEs driven by inhomogeneous simple Lévy processes with rcll barrier (Q2168956) (← links)
- Representation of solutions to 2BSDEs in an extended monotonicity setting (Q2208977) (← links)
- Computing credit valuation adjustment solving coupled PIDEs in the Bates model (Q2221460) (← links)
- Jump-diffusion processes in random environments (Q2249246) (← links)
- Anticipated backward stochastic differential equations with jumps under the non-Lipschitz condition (Q2251710) (← links)
- BSDE driven by Poisson point processes with discontinuous coefficient (Q2257520) (← links)
- Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle (Q2296114) (← links)
- Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting (Q2296120) (← links)
- Jensen's inequality under nonlinear expectation generated by BSDE with jumps (Q2300529) (← links)
- Semi-Dirichlet forms, Feynman-Kac functionals and the Cauchy problem for semilinear parabolic equations (Q2338945) (← links)
- Itô's formula for finite variation Lévy processes: the case of non-smooth functions (Q2352884) (← links)
- The adapted solutions and comparison theorem for anticipated backward stochastic differential equations with Poisson jumps under the weak conditions (Q2405913) (← links)
- \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps (Q2408993) (← links)
- A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes (Q2415411) (← links)
- Reflected backward stochastic differential equations driven by Lévy processes (Q2462078) (← links)
- On comparison theorem and solutions of BSDEs for Lévy processess (Q2468797) (← links)
- Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps (Q2642034) (← links)