The following pages link to (Q4357511):
Displaying 28 items.
- A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
- Multidimensional BSDEs with weak monotonicity and general growth generators (Q381059) (← links)
- \(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration (Q522550) (← links)
- Utility indifference valuation for jump risky assets (Q651335) (← links)
- Backward stochastic differential equations with jumps and related nonlinear expectations (Q855683) (← links)
- Existence and uniqueness for backward stochastic differential equations driven by a random measure, possibly non quasi-left continuous (Q894497) (← links)
- The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications (Q936592) (← links)
- \(L^{p}\) solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions (Q1682122) (← links)
- \(L^p\)-solutions and comparison results for Lévy-driven backward stochastic differential equations in a monotonic, general growth setting (Q2116478) (← links)
- Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting (Q2296120) (← links)
- Jensen's inequality under nonlinear expectation generated by BSDE with jumps (Q2300529) (← links)
- Discontinuous backward doubly stochastic differential equations with Poisson jumps (Q2361605) (← links)
- On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations (Q2405780) (← links)
- \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps (Q2408993) (← links)
- A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem (Q2638356) (← links)
- Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration (Q4431483) (← links)
- On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
- Linear-quadratic optimal control under non-Markovian switching (Q4607794) (← links)
- D-solutions of BSDEs with Poisson jumps (Q5053994) (← links)
- A framework of BSDEs with stochastic Lipschitz coefficients (Q5140340) (← links)
- Lp solutions of infinite time interval backward doubly stochastic differential equations (Q5157354) (← links)
- Existence and uniqueness for BSDE with stopping time (Q5955846) (← links)
- Generalized backward stochastic differential equations with jumps in a general filtration (Q6073714) (← links)
- Reflected generalized discontinuous BSDEs with rcll barrier and an obstacle problem of IPDE with nonlinear Neumann boundary conditions (Q6157630) (← links)
- Generalized BSDE and reflected BSDE with random time horizon (Q6164927) (← links)
- Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients (Q6494477) (← links)
- Doubly reflected generalized BSDEs with jumps and an obstacle problem of parabolic IPDEs with nonlinear Neumann boundary conditions (Q6554577) (← links)
- Optimal bubble riding with price-dependent entry: a mean field game of controls with common noise (Q6631633) (← links)
