Generalized backward stochastic differential equations with jumps in a general filtration
DOI10.1515/rose-2023-2007OpenAlexW4385240023MaRDI QIDQ6073714
Badr Elmansouri, Mohamed El Otmani
Publication date: 18 September 2023
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose-2023-2007
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Ordinary differential equations and systems with randomness (34F05) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integral equations (60H20)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Adapted solution of a backward stochastic differential equation
- Generalized BSDE driven by a Lévy process
- On solutions of backward stochastic differential equations with jumps and applications
- Generalized BSDEs and nonlinear Neumann boundary value problems
- Conjugate convex functions in optimal stochastic control
- BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration
- Backward stochastic differential equations and integral-partial differential equations
- Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations
- Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
- Backward Stochastic Differential Equations in Finance
- Backward equations, stochastic control and zero-sum stochastic differential games
This page was built for publication: Generalized backward stochastic differential equations with jumps in a general filtration