Pages that link to "Item:Q2370097"
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The following pages link to Backward stochastic differential equations with random stopping time and singular final condition (Q2370097):
Displayed 8 items.
- On backward stochastic differential equations and strict local martingales (Q429279) (← links)
- Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting (Q737168) (← 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)
- Optimal position targeting via decoupling fields (Q2192736) (← links)
- Second order backward SDE with random terminal time (Q2201514) (← links)
- A Mean Field Game of Optimal Portfolio Liquidation (Q5026436) (← links)
- Continuity problem for singular BSDE with random terminal time (Q5043557) (← links)