Pages that link to "Item:Q3128079"

The following pages link to Backward stochastic differential equations and integral-partial differential equations (Q3128079):

Displaying 50 items.

• \(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions (Q265284) (← links)
• Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver (Q265658) (← links)
• Mean-field SDEs with jumps and nonlocal integral-PDEs (Q282616) (← links)
• Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927) (← links)
• The maximum principle for partially observed optimal control of forward-backward stochastic systems with random jumps (Q300988) (← links)
• Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control (Q303970) (← links)
• Solutions of BSDE's with jumps and quadratic/locally Lipschitz generator (Q311996) (← links)
• Viscosity solutions of second order integral-partial differential equations without monotonicity condition: A new result (Q334112) (← links)
• Integro-PDE in Hilbert spaces: existence of viscosity solutions (Q345036) (← links)
• A stochastic maximum principle in mean-field optimal control problems for jump diffusions (Q375182) (← links)
• Regularity results for fully nonlinear parabolic integro-differential operators (Q383596) (← links)
• Probabilistic interpretation of a coupled system of Hamilton-Jacobi-Bellman equations (Q423422) (← links)
• Doubly reflected BSDEs driven by a Lévy process (Q425969) (← links)
• Reflected solutions of generalized anticipated BSDEs and application to reflected BSDEs with functional barrier (Q426712) (← links)
• On backward stochastic differential equations and strict local martingales (Q429279) (← links)
• Backward stochastic differential equations with rough drivers (Q439882) (← links)
• On nonlocal quasilinear equations and their local limits (Q501636) (← links)
• Infection time in multistable gene networks. A backward stochastic variational inequality with nonconvex switch-dependent reflection approach (Q505633) (← links)
• \(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration (Q522550) (← links)
• A stochastic Fubini theorem: BSDE method (Q523887) (← links)
• Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049) (← links)
• Maximum principle for a stochastic delayed system involving terminal state constraints (Q527801) (← links)
• Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions (Q535333) (← links)
• Dynamic investment strategies to reaction-diffusion systems based upon stochastic differential utilities (Q538320) (← links)
• Some recent aspects of differential game theory (Q545655) (← links)
• Viscosity solutions and American option pricing in a stochastic volatility model of the Ornstein-Uhlenbeck type (Q609727) (← links)
• Stochastic representation for solutions of Isaacs' type integral-partial differential equations (Q645592) (← links)
• Near optimality conditions in stochastic control of jump diffusion processes (Q647642) (← links)
• Smooth solutions to portfolio liquidation problems under price-sensitive market impact (Q681996) (← links)
• Existence, uniqueness and comparisons for BSDEs in general spaces (Q690880) (← links)
• Uniqueness to elliptic and parabolic Hamilton-Jacobi-Bellman equations with non-smooth boundary (Q704241) (← links)
• Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance (Q704754) (← links)
• Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (Q708865) (← links)
• Backward stochastic dynamics on a filtered probability space (Q717884) (← links)
• Mean-field backward stochastic differential equations and related partial differential equations (Q734629) (← links)
• Viscosity solutions of path-dependent integro-differential equations (Q737174) (← links)
• Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps (Q740194) (← links)
• Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations (Q744227) (← links)
• Nash equilibrium payoffs for stochastic differential games with jumps and coupled nonlinear cost functionals (Q744970) (← links)
• Second-order BSDEs with jumps: formulation and uniqueness (Q748324) (← links)
• Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers (Q839520) (← links)
• BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game (Q841484) (← links)
• Reflected BSDE driven by a Lévy process (Q842401) (← links)
• A new definition of viscosity solutions for a class of second-order degenerate elliptic integro-differential equations (Q850174) (← links)
• Backward stochastic differential equations with jumps and related nonlinear expectations (Q855683) (← links)
• RBSDE's with jumps and the related obstacle problems for integral-partial differential equa\-tions (Q862702) (← links)
• Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations (Q882887) (← links)
• Optimal stopping for dynamic risk measures with jumps and obstacle problems (Q887103) (← links)
• Algebraic invariance conditions in the study of approximate (null-)controllability of Markov switch processes (Q887931) (← links)
• On the LP formulation in measure spaces of optimal control problems for jump-diffusions (Q888805) (← links)