Pages that link to "Item:Q2712233"

The following pages link to Comparison theorem of solutions to BSDE with jumps, and viscosity solution to a generalized Hamilton-Jacobi-Bellman equation (Q2712233):

Displaying 10 items.

• Doubly reflected BSDEs driven by a Lévy process (Q425969) (← links)
• Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations (Q1005288) (← links)
• Controlled mean-field backward stochastic differential equations with jumps involving the value function (Q1691939) (← links)
• A new look at the Lagrange method for continuous-time stochastic optimization (Q1934408) (← links)
• Comparison principle for Hamilton-Jacobi-Bellman equations via a bootstrapping procedure (Q2024989) (← links)
• Anticipated backward stochastic differential equations (Q2270604) (← links)
• Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition (Q2654210) (← links)
• A comparison theorem on constrained viscosity solutions of a HJB equation (Q2744337) (← links)
• Regularity properties for general HJB equations: a backward stochastic differential equation method (Q2910912) (← links)
• (Q3194379) (← links)