Pages that link to "Item:Q937479"
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The following pages link to Generalized BSDE driven by a Lévy process (Q937479):
Displayed 13 items.
- Optimal variational principle for backward stochastic control systems associated with Lévy processes (Q424326) (← links)
- Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes (Q1023327) (← links)
- A maximum principle for fully coupled forward-backward stochastic control system driven by Lévy process with terminal state constraints (Q1621173) (← links)
- Reflected generalized backward doubly SDEs driven by Lévy processes and applications (Q1930524) (← links)
- Linear quadratic stochastic optimal control of forward backward stochastic control system associated with Lévy process (Q1992520) (← links)
- On generalized reflected BSDEs with Rcll obstacle (Q2088569) (← links)
- Reflected generalized BSDEs with discontinuous barriers driven by a Lévy process (Q2239787) (← links)
- Predictable representation for time inhomogeneous Lévy processes and BSDEs (Q2322283) (← links)
- Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition (Q2654210) (← links)
- Generalized backward stochastic differential equations with jumps in a general filtration (Q6073714) (← links)
- Generalized backward doubly stochastic differential equations driven by Lévy processes with discontinuous and linear growth coefficients (Q6091973) (← links)
- Reflected generalized BSDE with jumps under stochastic conditions and an obstacle problem for integral-partial differential equations with nonlinear Neumann boundary conditions (Q6143169) (← links)
- Reflected generalized discontinuous BSDEs with rcll barrier and an obstacle problem of IPDE with nonlinear Neumann boundary conditions (Q6157630) (← links)