Pages that link to "Item:Q1756570"

The following pages link to \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570):

Displaying 9 items.

• Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control (Q303970) (← links)
• Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049) (← links)
• Optimal stopping of marked point processes and reflected backward stochastic differential equations (Q2041000) (← links)
• Time-dynamic evaluations under non-monotone information generated by marked point processes (Q2049553) (← links)
• Backward stochastic differential equations associated to jump Markov processes and applications (Q2434482) (← links)
• Backward stochastic differential equations and optimal control of marked point processes (Q2873847) (← links)
• Locally Lipschitz BSDE with jumps and related Kolmogorov equation (Q5038448) (← links)
• The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462) (← links)
• Mean reflected BSDE driven by a marked point process and application in insurance risk management (Q6582307) (← links)