Pages that link to "Item:Q855683"
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The following pages link to Backward stochastic differential equations with jumps and related nonlinear expectations (Q855683):
Displaying 50 items.
- Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver (Q265658) (← links)
- Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach (Q271868) (← links)
- Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles (Q281870) (← links)
- Solutions of BSDE's with jumps and quadratic/locally Lipschitz generator (Q311996) (← links)
- A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
- Probabilistic interpretation of a coupled system of Hamilton-Jacobi-Bellman equations (Q423422) (← links)
- Representing filtration consistent nonlinear expectations as \(g\)-expectations in general probability spaces (Q424490) (← links)
- Doubly reflected BSDEs driven by a Lévy process (Q425969) (← links)
- Risk minimization in financial markets modeled by Itô-Lévy processes (Q497032) (← links)
- Risk-based optimal investment and proportional reinsurance of an insurer with hidden regime switching (Q517215) (← links)
- Dynamic robust duality in utility maximization (Q519879) (← links)
- \(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration (Q522550) (← links)
- Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049) (← links)
- Comparison theorem for Brownian multidimensional BSDEs via jump processes (Q533992) (← links)
- A converse comparison theorem for backward stochastic differential equations with jumps (Q625023) (← links)
- Near optimality conditions in stochastic control of jump diffusion processes (Q647642) (← links)
- Existence, uniqueness and comparisons for BSDEs in general spaces (Q690880) (← links)
- Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps (Q740194) (← links)
- Nash equilibrium payoffs for stochastic differential games with jumps and coupled nonlinear cost functionals (Q744970) (← links)
- Second-order BSDEs with jumps: formulation and uniqueness (Q748324) (← links)
- Reflected BSDE driven by a Lévy process (Q842401) (← links)
- Optimal stopping for dynamic risk measures with jumps and obstacle problems (Q887103) (← links)
- The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications (Q936592) (← links)
- Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison (Q957529) (← links)
- A note on the doubly reflected backward stochastic differential equations driven by a Lévy process (Q962029) (← links)
- On solutions of backward stochastic Volterra integral equations with jumps in Hilbert spaces (Q963654) (← links)
- Backward SDEs with constrained jumps and quasi-variational inequalities (Q964784) (← links)
- Probabilistic representation and approximation for coupled systems of variational inequalities (Q988112) (← links)
- On Malliavin's differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures (Q988681) (← links)
- Lenglart domination inequalities for \(g\)-expectations (Q1036610) (← links)
- The existence and uniqueness of mild solutions to stochastic differential equations with Lévy noise (Q1631116) (← links)
- Backward nonlinear expectation equations (Q1702883) (← links)
- On dynamic deviation measures and continuous-time portfolio optimization (Q1704138) (← 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)
- On the representation for dynamically consistent nonlinear evaluations: uniformly continuous case (Q1745261) (← links)
- \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
- A penalty scheme and policy iteration for nonlocal HJB variational inequalities with monotone nonlinearities (Q2027590) (← links)
- A neural network-based policy iteration algorithm with global \(H^2\)-superlinear convergence for stochastic games on domains (Q2031059) (← links)
- Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps (Q2041006) (← links)
- Limits of random walks with distributionally robust transition probabilities (Q2064848) (← links)
- High dimensional Markovian trading of a single stock (Q2085831) (← links)
- \(L^p\)-solutions and comparison results for Lévy-driven backward stochastic differential equations in a monotonic, general growth setting (Q2116478) (← links)
- On the strict value of the non-linear optimal stopping problem (Q2201525) (← links)
- Forward-backward stochastic differential games and stochastic control under model uncertainty (Q2247914) (← links)
- Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting (Q2296120) (← links)
- Jensen's inequality under nonlinear expectation generated by BSDE with jumps (Q2300529) (← links)
- Bank monitoring incentives under moral hazard and adverse selection (Q2302840) (← links)
- Representation theorems for generators of BSDEs and the extended \(g\)-expectations in probability spaces with general filtration (Q2308363) (← links)
- \(\mathbb{L}^2\)-solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method (Q2321007) (← links)
