Pages that link to "Item:Q2251710"

The following pages link to Anticipated backward stochastic differential equations with jumps under the non-Lipschitz condition (Q2251710):

Displaying 6 items.

• A stochastic maximum principle for a Markov regime-switching jump-diffusion model with delay and an application to finance (Q1626520) (← links)
• Anticipated backward stochastic differential equations with left-Lipschitz coefficient (Q2006713) (← links)
• The adapted solutions and comparison theorem for anticipated backward stochastic differential equations with Poisson jumps under the weak conditions (Q2405913) (← links)
• Anticipated backward SDEs with jumps and quadratic-exponential growth drivers (Q5384785) (← links)
• Anticipated backward stochastic differential equations with non-Lipschitz coefficients (Q5891561) (← links)
• Anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients (Q5925657) (← links)