Pages that link to "Item:Q5711149"
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The following pages link to Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields (Q5711149):
Displayed 10 items.
- On solutions to backward stochastic partial differential equations for Lévy processes (Q719427) (← links)
- Stochastic control for mean-field stochastic partial differential equations with jumps (Q1752638) (← links)
- Necessary conditions for optimality for stochastic evolution equations (Q2015568) (← links)
- Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process (Q2356554) (← links)
- Sufficient conditions for optimality for stochastic evolution equations (Q2637385) (← links)
- Non-Linear Time-Advanced Backward Stochastic Partial Differential Equations With Jumps (Q3448335) (← links)
- A maximum principle for controlled stochastic factor model (Q4554102) (← links)
- Necessary and Sufficient Conditions of Optimalcontrol for Infinite Dimensional SDEs (Q4558893) (← links)
- Sensitivity with Respect to the Yield Curve: Duration in a Stochastic Setting (Q4561942) (← links)
- Optimal insider control of stochastic partial differential equations (Q4595008) (← links)