Pages that link to "Item:Q1756570"
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The following pages link to \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570):
Displaying 6 items.
- Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049) (← links)
- Optimal stopping of marked point processes and reflected backward stochastic differential equations (Q2041000) (← links)
- Time-dynamic evaluations under non-monotone information generated by marked point processes (Q2049553) (← links)
- Locally Lipschitz BSDE with jumps and related Kolmogorov equation (Q5038448) (← links)
- The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462) (← links)
- Mean reflected BSDE driven by a marked point process and application in insurance risk management (Q6582307) (← links)
