Pages that link to "Item:Q2804558"

The following pages link to BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration (Q2804558):

Displaying 46 items.

• Counterparty risk and funding: immersion and beyond (Q331358) (← links)
• \(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration (Q522550) (← links)
• Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting (Q737168) (← links)
• A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations (Q1635964) (← links)
• Reflected BSDEs with optional barrier in a general filtration (Q1715756) (← links)
• The obstacle problem of integro-partial differential equations with applications to stochastic optimal control/stopping problem (Q1717510) (← links)
• Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
• Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains (Q1734284) (← links)
• \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
• Asymptotic approach for backward stochastic differential equation with singular terminal condition (Q1994916) (← links)
• Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps (Q2041006) (← links)
• Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration (Q2042792) (← links)
• BSDEs with logarithmic growth driven by Brownian motion and Poisson random measure and connection to stochastic control problem (Q2054942) (← links)
• Positive XVAs (Q2085834) (← links)
• \(L^p\)-solutions and comparison results for Lévy-driven backward stochastic differential equations in a monotonic, general growth setting (Q2116478) (← links)
• XVA metrics for CCP optimization (Q2173275) (← links)
• Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting (Q2176177) (← links)
• Reflected BSDEs with jumps in time-dependent convex càdlàg domains (Q2229552) (← links)
• Credit, funding, margin, and capital valuation adjustments for bilateral portfolios (Q2296097) (← links)
• Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting (Q2296120) (← links)
• \(\mathbb{L}^2\)-solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method (Q2321007) (← links)
• Integro-partial differential equations with singular terminal condition (Q2357187) (← links)
• \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps (Q2408993) (← links)
• Limit behaviour of BSDE with jumps and with singular terminal condition (Q2954247) (← links)
• <i>L^p</i>-solution for BSDEs with jumps in the case<i>p</i>&lt;2 (Q4584694) (← links)
• Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint (Q4604636) (← links)
• On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
• (Q4989417) (← links)
• Backward stochastic Volterra integral equations with jumps in a general filtration (Q4990913) (← links)
• Mean square rate of convergence for random walk approximation of forward-backward SDEs (Q5005033) (← links)
• Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem (Q5021120) (← links)
• On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples (Q5038289) (← links)
• BSDEs and Enlargement of Filtration (Q5038296) (← links)
• Locally Lipschitz BSDE with jumps and related Kolmogorov equation (Q5038448) (← links)
• Continuity problem for singular BSDE with random terminal time (Q5043557) (← links)
• D-solutions of BSDEs with Poisson jumps (Q5053994) (← links)
• Reflected backward stochastic differential equations with jumps in time-dependent random convex domains (Q5085836) (← links)
• Asymptotic expansion for forward-backward SDEs with jumps (Q5086422) (← links)
• Equilibrium strategies for time-inconsistent stochastic switching systems (Q5107969) (← links)
• When Capital Is a Funding Source: The Anticipated Backward Stochastic Differential Equations of X-Value Adjustments (Q5112532) (← links)
• Cross Currency Valuation and Hedging in the Multiple Curve Framework (Q5162842) (← links)
• Central Clearing Valuation Adjustment (Q5266361) (← links)
• Generalized backward stochastic differential equations with jumps in a general filtration (Q6073714) (← 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)
• Nonlinear BSDEs on a general filtration with drivers depending on the martingale part of the solution (Q6157008) (← links)