Pages that link to "Item:Q1582568"

The following pages link to Backward stochastic differential equation with random measures (Q1582568):

Displaying 25 items.

• Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control (Q303970) (← links)
• Infection time in multistable gene networks. A backward stochastic variational inequality with nonconvex switch-dependent reflection approach (Q505633) (← links)
• Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049) (← links)
• Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes (Q529424) (← links)
• Viscosity solutions of path-dependent integro-differential equations (Q737174) (← links)
• Algebraic invariance conditions in the study of approximate (null-)controllability of Markov switch processes (Q887931) (← links)
• Existence and uniqueness for backward stochastic differential equations driven by a random measure, possibly non quasi-left continuous (Q894497) (← links)
• Special weak Dirichlet processes and BSDEs driven by a random measure (Q1708976) (← links)
• \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
• Optimal stopping of marked point processes and reflected backward stochastic differential equations (Q2041000) (← links)
• Second order backward SDE with random terminal time (Q2201514) (← links)
• \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps (Q2408993) (← 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 monotone generator driven by Brownian and Poisson noises in a general filtration (Q2804558) (← links)
• Ergodic backward stochastic difference equations (Q2833722) (← links)
• Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function (Q3177920) (← links)
• On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
• KYLE–BACK’S MODEL WITH A RANDOM HORIZON (Q4634642) (← links)
• (Q4791561) (← links)
• LATENCY AND LIQUIDITY RISK (Q5061490) (← links)
• The identification problem for BSDEs driven by possibly non-quasi-left-continuous random measures (Q5133924) (← links)
• (Q5429926) (← links)
• Reflected backward stochastic differential equations associated to jump Markov processes and application to partial differential equations (Q6111874) (← links)
• Mean reflected BSDE driven by a marked point process and application in insurance risk management (Q6582307) (← links)