Pages that link to "Item:Q3128079"

The following pages link to Backward stochastic differential equations and integral-partial differential equations (Q3128079):

Displaying 50 items.

• On the LP formulation in measure spaces of optimal control problems for jump-diffusions (Q888805) (← links)
• Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process (Q889849) (← links)
• Uniqueness of viscosity solutions for a class of integro-differential equations (Q889860) (← links)
• Anticipated backward doubly stochastic differential equations (Q902476) (← links)
• Second-order elliptic integro-differential equations: viscosity solutions' theory revisited (Q930019) (← links)
• A remark on the definitions of viscosity solutions for the integro-differential equations with Lévy operators (Q930282) (← links)
• The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications (Q936592) (← links)
• Generalized BSDE driven by a Lévy process (Q937479) (← links)
• Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions (Q943366) (← links)
• BSDE driven by a simple Lévy process with continuous coefficient (Q945456) (← links)
• Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison (Q957529) (← links)
• A general theory of finite state backward stochastic difference equations (Q963031) (← 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)
• Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging (Q997416) (← links)
• Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations (Q1005288) (← links)
• Multivalued stochastic integration and backward stochastic differential inclusions (Q1281603) (← links)
• Backward stochastic differential equations with constraints on the gains-process (Q1307453) (← links)
• Backwards SDE with random terminal time and applications to semilinear elliptic PDE (Q1370224) (← links)
• Infinite interval backward stochastic differential equations in the plane (Q1432865) (← links)
• Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles of non-local type (Q1616373) (← links)
• Qualitative properties of positive solutions for mixed integro-differential equations (Q1633135) (← links)
• Backward stochastic differential equations with Markov chains and related asymptotic properties (Q1653208) (← links)
• Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs (Q1660313) (← links)
• Backward stochastic differential equations and Dirichlet problems of semilinear elliptic operators with singular coefficients (Q1662908) (← links)
• Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information (Q1663007) (← links)
• Eigenvalues of stochastic Hamiltonian systems driven by Poisson process with boundary conditions (Q1678076) (← links)
• Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities (Q1688621) (← links)
• Controlled mean-field backward stochastic differential equations with jumps involving the value function (Q1691939) (← links)
• On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information (Q1697738) (← links)
• Backward nonlinear expectation equations (Q1702883) (← links)
• Special weak Dirichlet processes and BSDEs driven by a random measure (Q1708976) (← links)
• The obstacle problem of integro-partial differential equations with applications to stochastic optimal control/stopping problem (Q1717510) (← links)
• Reflected and doubly reflected backward stochastic differential equations with time-delayed generators (Q1721913) (← links)
• Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
• The optimal control problem with state constraints for fully coupled forward-backward stochastic systems with jumps (Q1722363) (← links)
• Backward stochastic differential equations coupled with value function and related optimal control problems (Q1722493) (← links)
• Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
• Martingale problem under nonlinear expectations (Q1744199) (← links)
• \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
• On the robustness of backward stochastic differential equations. (Q1766046) (← links)
• A non-local regularization of first order Hamilton-Jacobi equations (Q1772323) (← links)
• Continuous dependence estimates for viscosity solutions of integro-PDEs (Q1779287) (← links)
• Forward-backward stochastic differential equations with Brownian motion and Poisson process (Q1864226) (← links)
• Backward stochastic differential equations and partial differential equations with quadratic growth. (Q1872517) (← links)
• Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients (Q1928126) (← links)
• Foundations of continuous-time recursive utility: differentiability and normalization of certainty equivalents (Q1932535) (← links)
• Curve following in illiquid markets (Q1932555) (← links)
• Perturbed backward stochastic differential equations (Q1933858) (← links)