Pages that link to "Item:Q4236077"
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The following pages link to Reflected backward stochastic differential equations with jumps (Q4236077):
Displaying 8 items.
- Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process (Q352763) (← links)
- Doubly reflected BSDEs driven by a Lévy process (Q425969) (← links)
- A note on the reflected backward stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition (Q426974) (← links)
- Backward stochastic differential equations approach to hedging, option pricing, and insurance problems (Q462406) (← links)
- Optimality conditions for partial information stochastic control problems driven by Lévy processes (Q694793) (← links)
- Systems of semilinear parabolic variational inequalities with time-dependent convex obstacles (Q722074) (← links)
- Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps (Q740194) (← links)
- Reflected backward stochastic differential equations associated to jump Markov processes and application to partial differential equations (Q6111874) (← links)
