Pages that link to "Item:Q1722017"

The following pages link to Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017):

Displaying 15 items.

• Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains (Q1734284) (← links)
• Optimal stopping of marked point processes and reflected backward stochastic differential equations (Q2041000) (← links)
• On stochastic control for time changed Lévy dynamics (Q2089015) (← links)
• Second order backward SDE with random terminal time (Q2201514) (← links)
• Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
• Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach (Q2238894) (← links)
• Bank monitoring incentives under moral hazard and adverse selection (Q2302840) (← links)
• Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales (Q2671650) (← links)
• A continuous-time model of self-protection (Q2697501) (← links)
• Scaling limit for stochastic control problems in population dynamics (Q2701092) (← links)
• Backward stochastic Volterra integral equations with jumps in a general filtration (Q4990913) (← links)
• Stability results for martingale representations: The general case (Q5240180) (← links)
• Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents (Q6104000) (← links)
• Optimal reinsurance via BSDEs in a partially observable model with jump clusters (Q6130335) (← links)
• Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)