Pages that link to "Item:Q1812265"

The following pages link to BSDE associated with Lévy processes and application to PDIE (Q1812265):

Displaying 39 items.

• Optimal variational principle for backward stochastic control systems associated with Lévy processes (Q424326) (← links)
• Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes (Q462276) (← links)
• Optimality conditions for partial information stochastic control problems driven by Lévy processes (Q694793) (← links)
• On solutions to backward stochastic partial differential equations for Lévy processes (Q719427) (← links)
• SPDIEs and BSDEs driven by Lévy processes and countable Brownian motions (Q739898) (← links)
• Reflected BSDE driven by a Lévy process (Q842401) (← links)
• Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes (Q848401) (← links)
• Generalized BSDE driven by a Lévy process (Q937479) (← links)
• BSDE driven by a simple Lévy process with continuous coefficient (Q945456) (← links)
• Reflected and doubly reflected BSDEs for Lévy processes: solutions and comparison (Q966535) (← links)
• Periodic solutions of abstract neutral functional differential equations with infinite delay. (Q1046827) (← links)
• Backward stochastic differential equations with Markov chains and related asymptotic properties (Q1653208) (← links)
• Maximum principle for forward-backward stochastic control system driven by Lévy process (Q1666382) (← links)
• Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
• The maximum principle for partially observed optimal control of FBSDE driven by Teugels martingales and independent Brownian motion (Q1743669) (← links)
• \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
• BSDE with rcll reflecting barrier driven by a Lévy process (Q1986117) (← links)
• Linear quadratic stochastic optimal control of forward backward stochastic control system associated with Lévy process (Q1992520) (← links)
• Partial information stochastic differential games for backward stochastic systems driven by Lévy processes (Q2004147) (← links)
• Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process (Q2084918) (← links)
• Backward stochastic differential equations with regime-switching and sublinear expectations (Q2132537) (← links)
• Reflected BSDEs driven by inhomogeneous simple Lévy processes with rcll barrier (Q2168956) (← links)
• Reflected generalized BSDEs with discontinuous barriers driven by a Lévy process (Q2239787) (← links)
• BSDE driven by Poisson point processes with discontinuous coefficient (Q2257520) (← links)
• Predictable representation for time inhomogeneous Lévy processes and BSDEs (Q2322283) (← links)
• Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes (Q2378265) (← links)
• Forward-backward SDEs driven by Lévy process in stopping time duration (Q2408500) (← links)
• \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps (Q2408993) (← links)
• Reflected backward stochastic differential equations driven by Lévy processes (Q2462078) (← links)
• A stochastic linear-quadratic problem with Lévy processes and its application to finance (Q2469493) (← links)
• Minimax pricing and Choquet pricing (Q2499830) (← links)
• Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition (Q2654210) (← links)
• On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
• Locally Lipschitz BSDE with jumps and related Kolmogorov equation (Q5038448) (← links)
• Jump stochastic differential equations with non-Lipschitz and superlinearly growing coefficients (Q5086446) (← links)
• Discrete time approximation of BSDEs driven by a Lévy process (Q5324866) (← links)
• Generalized backward doubly stochastic differential equations driven by Lévy processes with discontinuous and linear growth coefficients (Q6091973) (← links)
• \( \mathbb{L}^2\)-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration (Q6112112) (← links)
• \(L^p\)-solution for BSDEs driven by a Lévy process (Q6112116) (← links)