Pages that link to "Item:Q3128079"

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

Displaying 50 items.

• Integro-partial differential equations with singular terminal condition (Q2357187) (← links)
• Perron's method for nonlocal fully nonlinear equations (Q2362327) (← links)
• Reflected backward stochastic differential equation with jumps and RCLL obstacle (Q2378594) (← links)
• Multi-dimensional BSDE with oblique reflection and optimal switching (Q2380763) (← links)
• \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps (Q2408993) (← links)
• A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps (Q2410984) (← links)
• On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation (Q2412393) (← links)
• Stochastic control problems for systems driven by normal martingales (Q2426608) (← links)
• Backward stochastic differential equations associated to jump Markov processes and applications (Q2434482) (← links)
• \(L^p\) estimates for fully coupled FBSDEs with jumps (Q2436790) (← links)
• On Neumann and oblique derivatives boundary conditions for nonlocal elliptic equations (Q2438813) (← links)
• Mean-variance hedging on uncertain time horizon in a market with a jump (Q2441393) (← links)
• The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions (Q2444215) (← links)
• BSDE with jumps and non-Lipschitz coefficients: application to large deviations (Q2448570) (← links)
• The optimal control related to Riemannian manifolds and the viscosity solutions to Hamilton-Jacobi-Bellman equations (Q2454172) (← links)
• Obstacle problem for nonlinear integro-differential equations arising in option pricing (Q2467933) (← links)
• Discrete-time approximation of decoupled Forward-Backward SDE with jumps (Q2469490) (← links)
• Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations (Q2490066) (← links)
• Reflected BSDEs with nonpositive jumps, and controller-and-stopper games (Q2512848) (← links)
• BSDEs with jumps and path-dependent parabolic integro-differential equations (Q2515975) (← links)
• Backward stochastic differential equations with enlarged filtration: Option hedging of an insider trader in a financial market with jumps (Q2572198) (← 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 and uniqueness of the solutions of forward-backward doubly stochastic differential equations with Poisson jumps (Q2660765) (← links)
• Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales (Q2671650) (← links)
• Optimal investment and risk control strategies for an insurer subject to a stochastic economic factor in a Lévy market (Q2684949) (← links)
• A finite elements approach for spread contract valuation via associated two-dimensional PIDE (Q2685272) (← links)
• Multidimensional BSDE with Poisson jumps of Osgood type (Q2690851) (← links)
• Scaling limit for stochastic control problems in population dynamics (Q2701092) (← links)
• Open problems on backward stochastic differential equations (Q2712232) (← links)
• Reflected BSDE's with discontinuous barrier and time delayed generators (Q2786476) (← links)
• Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem (Q2796108) (← links)
• BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration (Q2804558) (← links)
• Viscosity solutions for second order integro-differential equations without monotonicity condition: the probabilistic approach (Q2804564) (← links)
• Quadratic BSDEs with jumps: related nonlinear expectations (Q2810662) (← links)
• Reflected backward SDEs with general jumps (Q2811894) (← links)
• Reflected BSDE of Wiener-Poisson type in time-dependent domains (Q2811918) (← links)
• Asymptotics for FBSDES with Jumps and Connections with Partial Integral Differential Equations (Q2832852) (← links)
• Discrete-time approximation of decoupled forward-backward stochastic differential equations driven by pure jump Lévy processes (Q2856036) (← links)
• Optimal Stopping Problem Associated with Jump-diffusion Processes (Q2909978) (← links)
• Limit behaviour of BSDE with jumps and with singular terminal condition (Q2954247) (← links)
• A general comparison theorem for backward stochastic differential equations (Q3059700) (← links)
• (Q3096569) (← links)
• Infinite dimensional BSDE with jumps (Q3146473) (← links)
• Backward stochastic differential equations with Azéma's martingale (Q3148775) (← links)
• Reflected BSDE and Reflected PDIE (Q3158158) (← links)
• Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function (Q3177920) (← links)
• General fully coupled FBSDES involving the value function and related nonlocal HJB equations combined with algebraic equations (Q3384666) (← links)
• On a Class of Quadratic Growth RBSDE with Jumps and Its Application (Q3396377) (← links)
• Infinite Horizon Reflected Backward SDEs with Jumps and RCLL Obstacle (Q3423715) (← links)