The following pages link to (Q3860572):
Displaying 16 items.
- Numerical simulation of quadratic BSDEs (Q259576) (← links)
- Solutions of BSDE's with jumps and quadratic/locally Lipschitz generator (Q311996) (← links)
- Progressive enlargement of filtrations and backward stochastic differential equations with jumps (Q471510) (← links)
- On exponential local martingales associated with strong Markov continuous local martingales (Q841482) (← links)
- Uniform integrability of continuous exponential martingales (Q1054366) (← links)
- Changes of law, martingales and the conditioned square function (Q1143711) (← links)
- Necessary and sufficient conditions for the uniform integrability of the stochastic exponential (Q2116479) (← links)
- A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem (Q2638356) (← links)
- Transformation of H p -martingales by a change of law (Q4181732) (← links)
- An extension of the mixed Novikov–Kazamaki condition (Q4599627) (← links)
- On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
- On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples (Q5038289) (← links)
- A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations (Q5079900) (← links)
- Asymptotic expansion for forward-backward SDEs with jumps (Q5086422) (← links)
- 𝕃<sup><i>p</i></sup> solutions of reflected backward stochastic differential equations with jumps (Q5140349) (← links)
- Anticipated backward SDEs with jumps and quadratic-exponential growth drivers (Q5384785) (← links)
