scientific article; zbMATH DE number 1066324
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- \(L^p\)-solutions and comparison results for Lévy-driven backward stochastic differential equations in a monotonic, general growth setting
- Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting
- Jensen's inequality under nonlinear expectation generated by BSDE with jumps
- Discontinuous backward doubly stochastic differential equations with Poisson jumps
- On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations
- \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps
- A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem
- A functional Itô's calculus approach to convex risk measures with jump diffusion
- Multidimensional BSDEs with weak monotonicity and general growth generators
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- On \(g\)-evaluations with \(\mathbb{L}^p\) domains under jump filtration
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- \(\mathbb{D}\)-solutions of BSDEs with Poisson jumps
- A framework of BSDEs with stochastic Lipschitz coefficients
- \(L^p\) solutions of infinite time interval backward doubly stochastic differential equations
- \(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration
- Existence and uniqueness for BSDE with stopping time
- Generalized backward stochastic differential equations with jumps in a general filtration
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- Generalized BSDE and reflected BSDE with random time horizon
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- \(\mathbb{L}^p\)-solution of generalized BSDEs in a general filtration with stochastic monotone coefficients
- Penalization method for doubly reflected generalized BSDEs with general filtration and RCLL barriers
- Mean-field reflected generalized BSDEs with jumps under stochastic conditions
- Optimal bubble riding: a mean field game with varying entry times
- Generalized reflected backward doubly SDEs with irregular barriers and continuous coefficients
- Multidimensional generalized discontinuous BSDEs with weak monotonicity and general growth coefficients
- Backward stochastic differential equations with jumps and related nonlinear expectations
- Existence and uniqueness for backward stochastic differential equations driven by a random measure, possibly non quasi-left continuous
- The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications
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