Pages that link to "Item:Q5711149"

The following pages link to Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields (Q5711149):

Displaying 15 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)
• Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps (Q2096949) (← links)
• Singular control of SPDEs with space-mean dynamics (Q2197196) (← links)
• Reflected backward stochastic partial differential equations with jumps in a convex domain (Q2322656) (← 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)
• SPDEs with space interactions and application to population modelling (Q6102336) (← links)
• Existence and uniqueness of solutions to backward 2D and 3D stochastic convective Brinkman-Forchheimer equations forced by Lévy noise (Q6114213) (← links)