Pages that link to "Item:Q1812265"
From MaRDI portal
The following pages link to BSDE associated with Lévy processes and application to PDIE (Q1812265):
Displayed 25 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)
- The maximum principle for partially observed optimal control of FBSDE driven by Teugels martingales and independent Brownian motion (Q1743669) (← links)
- Linear quadratic stochastic optimal control of forward backward stochastic control system associated with Lévy process (Q1992520) (← links)
- BSDE driven by Poisson point processes with discontinuous coefficient (Q2257520) (← 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)
- Discrete time approximation of BSDEs driven by a Lévy process (Q5324866) (← links)