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 21 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)
- \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators (Q495173) (← 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)
- Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes (Q1666165) (← links)
- Reflected and doubly reflected backward stochastic differential equations with time-delayed generators (Q1721913) (← links)
- Differentiability of SDEs with drifts of super-linear growth (Q1721995) (← 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)
- Anticipated backward stochastic differential equations with jumps under the non-Lipschitz condition (Q2251710) (← links)
- \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps (Q2408993) (← links)
- Analysis of a stochastic model for algal bloom with nutrient recycling (Q2821158) (← links)
- Mixed stochastic delay differential equations (Q2944762) (← links)
- Stochastic Differential Equations with Nonlocal Sample Dependence (Q3068097) (← links)
- On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
- Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure (Q5265772) (← links)