Pages that link to "Item:Q2515975"

The following pages link to BSDEs with jumps and path-dependent parabolic integro-differential equations (Q2515975):

Displaying 11 items.

• A class of BSDE with integrable parameters (Q613205) (← links)
• Decoupled mild solutions of path-dependent PDEs and integro PDEs represented by BSDEs driven by cadlag martingales (Q778789) (← links)
• Representation theorems for backward stochastic differential equations (Q1872357) (← links)
• \(L^p\) solutions for multidimensional BDSDEs with locally weak monotonicity coefficients (Q2047243) (← links)
• Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle (Q2296114) (← links)
• A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance (Q2301492) (← links)
• BSDE, path-dependent PDE and nonlinear Feynman-Kac formula (Q2629534) (← links)
• A BSDE arising in an exponential utility maximization problem in a pure jump market model (Q2974864) (← links)
• Path-dependent BSDEs with jumps and their connection to PPIDEs (Q4975316) (← links)
• Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations (Q6095317) (← links)
• Survey on path-dependent PDEs (Q6183904) (← links)