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.
- 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)
- A new representation for second order stochastic integral-differential operators and its applications (Q2343564) (← links)
- Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE (Q2354152) (← links)
- Maximum principles for jump diffusion processes with infinite horizon (Q2356691) (← links)
- Reflected backward stochastic differential equation with jumps and RCLL obstacle (Q2378594) (← links)
- The adapted solutions and comparison theorem for anticipated backward stochastic differential equations with Poisson jumps under the weak conditions (Q2405913) (← links)
- On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation (Q2412393) (← links)
- Mean-field risk sensitive control and zero-sum games for Markov chains (Q2414443) (← links)
- Backward stochastic differential equations associated to jump Markov processes and applications (Q2434482) (← links)
- BSDEs driven by time-changed Lévy noises and optimal control (Q2436795) (← links)
- BSDEs with jumps, optimization and applications to dynamic risk measures (Q2447715) (← links)
- Reflected BSDEs with nonpositive jumps, and controller-and-stopper games (Q2512848) (← links)
- A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem (Q2638356) (← links)
- Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition (Q2654210) (← links)
- Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales (Q2671650) (← links)
- Multidimensional BSDE with Poisson jumps of Osgood type (Q2690851) (← links)
- Backward stochastic differential equations with jumps involving a subdifferential operator (Q2722265) (← links)
- BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration (Q2804558) (← links)
- Quadratic BSDEs with jumps: related nonlinear expectations (Q2810662) (← links)
- Portfolio optimization under model uncertainty and BSDE games (Q2866379) (← links)
- Limit behaviour of BSDE with jumps and with singular terminal condition (Q2954247) (← links)
- A Stochastic HJB Equation for Optimal Control of Forward-Backward SDEs (Q2956064) (← links)
- A general comparison theorem for backward stochastic differential equations (Q3059700) (← links)
- (Q3096569) (← links)
- Some Results on Nonlinear Backward Stochastic Evolution Equations (Q3158179) (← links)
- On a Class of Quadratic Growth RBSDE with Jumps and Its Application (Q3396377) (← links)
- Utility maximization in a jump market model (Q3612251) (← links)
- Some existence results for advanced backward stochastic differential equations with a jump time (Q4606386) (← links)
- On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
- Instantaneous Mean-Variance Hedging and Sharpe Ratio Pricing in a Regime-Switching Financial Model (Q4981886) (← links)
- (Q4989417) (← links)
- Probabilistic interpretation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs equations (Q4999594) (← links)
- AN ERGODIC BSDE RISK REPRESENTATION IN A JUMP-DIFFUSION FRAMEWORK (Q5010067) (← links)
- Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem (Q5021120) (← links)
- On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples (Q5038289) (← links)
- BSDEs and Enlargement of Filtration (Q5038296) (← links)
- Reflected and doubly reflected BSDEs driven by RCLL martingales (Q5038443) (← links)
- A representation for filtration-consistent nonlinear expectations and its application (Q5055194) (← 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)
- Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach (Q5131410) (← links)
- BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART II: CVA (Q5175222) (← links)
- Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
- A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs (Q5254475) (← links)
- Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure (Q5265772) (← links)
- Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps (Q5372048) (← links)
- Non-linear expectations in spaces of Colombeau generalized functions (Q5378405) (← links)
- Anticipated backward SDEs with jumps and quadratic-exponential growth drivers (Q5384785) (← links)
