Pages that link to "Item:Q1382509"
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The following pages link to On solutions of backward stochastic differential equations with jumps and applications (Q1382509):
Displaying 42 items.
- Reflected backward stochastic differential equations driven by Lévy processes (Q2462078) (← links)
- On comparison theorem and solutions of BSDEs for Lévy processess (Q2468797) (← links)
- Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps (Q2642034) (← links)
- Predictable solution for reflected BSDEs when the obstacle is not right-continuous (Q2660766) (← links)
- Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds (Q2665872) (← links)
- Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators (Q2670782) (← links)
- Backward stochastic differential equations with jumps involving a subdifferential operator (Q2722265) (← links)
- On solutions of backward stochastic differential equations with jumps in Hilbert space. I (Q2750973) (← links)
- On solutions of backward stochastic differential equations with jumps in Hilbert spaces. II (Q2764400) (← links)
- Feynman–Kac formulas for regime-switching jump diffusions and their applications (Q2804019) (← links)
- Asymptotics for FBSDES with Jumps and Connections with Partial Integral Differential Equations (Q2832852) (← links)
- Mean–variance portfolio selection based on a generalized BNS stochastic volatility model (Q2885567) (← links)
- Backward Stochastic H<sub>2</sub>/H<sub>∞</sub>Control with Random Jumps (Q2930823) (← links)
- Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations (Q3021251) (← links)
- Reflected BSDE and Reflected PDIE (Q3158158) (← links)
- Infinite Horizon Reflected Backward SDEs with Jumps and RCLL Obstacle (Q3423715) (← links)
- Non-Linear Time-Advanced Backward Stochastic Partial Differential Equations With Jumps (Q3448335) (← links)
- Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration (Q4431483) (← links)
- On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps (Q4432683) (← links)
- Sufficient Conditions of Optimality for Forward-Backward Doubly SDEs with Jumps (Q4558894) (← 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)
- Path-dependent BSDEs with jumps and their connection to PPIDEs (Q4975316) (← links)
- D-solutions of BSDEs with Poisson jumps (Q5053994) (← links)
- <i>L</i><sup><i>p</i></sup> (1 < <i>p</i> < 2) solutions of backward doubly stochastic differential equations with locally monotone coefficients (Q5078490) (← links)
- Reflected BSDEs with jumps and two <i>rcll</i> barriers under stochastic Lipschitz coefficient (Q5079193) (← links)
- <font><i>L<sup>p</sup></i></font> solutions of anticipated BSDEs with weak monotonicity and general growth generators (Q5086136) (← links)
- Exit Problems as the Generalized Solutions of Dirichlet Problems (Q5232228) (← 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)
- The Output Feedback <i><scp>H</scp></i><sub>∞</sub> Control Design for the Linear Stochastic System Driven by Both Brownian Motion and <scp>P</scp>oisson Jumps: A Nonlinear Matrix Inequality Approach (Q5416869) (← links)
- The obstacle problem for semilinear parabolic partial integro-differential equations (Q5496375) (← links)
- Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields (Q5711149) (← links)
- Option Pricing in Some Non-Lévy Jump Models (Q5739799) (← links)
- Anticipated backward stochastic differential equations with non-Lipschitz coefficients (Q5891561) (← links)
- Generalized backward stochastic differential equations with jumps in a general filtration (Q6073714) (← links)
- \( \mathbb{L}^2\)-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration (Q6112112) (← links)
- Existence and uniqueness of solutions to backward 2D and 3D stochastic convective Brinkman-Forchheimer equations forced by Lévy noise (Q6114213) (← links)
- Nonlinear BSDEs on a general filtration with drivers depending on the martingale part of the solution (Q6157008) (← links)
- Reflected generalized discontinuous BSDEs with rcll barrier and an obstacle problem of IPDE with nonlinear Neumann boundary conditions (Q6157630) (← links)
- Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients (Q6494477) (← links)
- Doubly reflected generalized BSDEs with jumps and an obstacle problem of parabolic IPDEs with nonlinear Neumann boundary conditions (Q6554577) (← links)
