Pages that link to "Item:Q2790471"

The following pages link to Solutions of Backward Stochastic Differential Equations on Markov Chains (Q2790471):

Displaying 39 items.

• Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control (Q303970) (← links)
• Applications of anticipated BSDEs driven by time-changing Lévy noises (Q343547) (← links)
• Nonlinear reserving in life insurance: aggregation and mean-field approximation (Q343953) (← links)
• Anticipated backward stochastic differential equations on Markov chains (Q383942) (← links)
• Existence, uniqueness and comparisons for BSDEs in general spaces (Q690880) (← links)
• A general theory of finite state backward stochastic difference equations (Q963031) (← links)
• Backward stochastic differential equations with Markov chains and related asymptotic properties (Q1653208) (← links)
• Mean-field backward stochastic differential equations in general probability spaces (Q1663545) (← links)
• Mean-variance portfolio selection under a non-Markovian regime-switching model (Q1713195) (← links)
• Fully coupled forward-backward stochastic differential equations on Markov chains (Q1725510) (← links)
• \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
• Backward stochastic difference equations for a single jump process (Q1930453) (← links)
• Time-dynamic evaluations under non-monotone information generated by marked point processes (Q2049553) (← links)
• Backward stochastic differential equations with regime-switching and sublinear expectations (Q2132537) (← links)
• Backward stochastic differential equations with Markov chains and associated PDEs (Q2232204) (← links)
• On nonlinear expectations and Markov chains under model uncertainty (Q2237129) (← links)
• BSDEs with regime switching: weak convergence and applications (Q2257512) (← links)
• Comparisons for backward stochastic differential equations on Markov chains and related no-arbitrage conditions (Q2268728) (← links)
• Weak necessary and sufficient stochastic maximum principle for Markovian regime-switching diffusion models (Q2340989) (← links)
• Backward stochastic differential equations associated to jump Markov processes and applications (Q2434482) (← links)
• Anticipated BSDEs driven by time-changed Lévy noises (Q2515854) (← links)
• Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps (Q2672856) (← links)
• Markov risk mappings and risk-sensitive optimal prediction (Q2699029) (← links)
• Backward Stochastic Difference Equations with Finite States (Q2909972) (← links)
• A general comparison theorem for backward stochastic differential equations (Q3059700) (← links)
• On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
• Anticipated BSDEs driven by a single jump process (Q4607793) (← links)
• Optimal Design of Dynamic Default Risk Measures (Q4903036) (← links)
• A Probabilistic Approach to Extended Finite State Mean Field Games (Q5000643) (← links)
• A general maximum principle for progressive optimal stochastic control problems with Markov regime-switching (Q5041366) (← links)
• Backward stochastic Volterra integral equations on Markov chains (Q5085850) (← links)
• Equilibrium strategies for time-inconsistent stochastic switching systems (Q5107969) (← links)
• Stochastic control for BSDEs and ABSDEs with Markov chain noises (Q5130077) (← links)
• A framework of BSDEs with stochastic Lipschitz coefficients (Q5140340) (← links)
• Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions (Q5234665) (← links)
• Undiscounted Markov Chain BSDEs to Stopping Times (Q5416555) (← links)
• Optimal mean-variance reinsurance and investment strategy with constraints in a non-Markovian regime-switching model (Q5880052) (← links)
• Markov chains under nonlinear expectation (Q6054140) (← links)
• Maximum principle for stochastic optimal control problem of finite state forward‐backward stochastic difference systems (Q6078631) (← links)