Pages that link to "Item:Q450741"
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The following pages link to On Markovian solutions to Markov chain BSDEs (Q450741):
Displaying 22 items.
- Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control (Q303970) (← links)
- Anticipated backward stochastic differential equations on Markov chains (Q383942) (← links)
- BSDEs with monotone generator driven by time-changed Lévy noises (Q1629857) (← links)
- Backward stochastic differential equations with Markov chains and related asymptotic properties (Q1653208) (← links)
- Mean-variance portfolio selection under a non-Markovian regime-switching model (Q1713195) (← links)
- \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
- Backward stochastic differential equations with Markov chains and associated PDEs (Q2232204) (← links)
- A Feynman-Kac result via Markov BSDEs with generalised drivers (Q2278678) (← links)
- Anomalous PDEs in Markov chains: domains of validity and numerical solutions (Q2488493) (← links)
- Anticipated BSDEs driven by time-changed Lévy noises (Q2515854) (← links)
- Solutions of backward stochastic differential equations on Markov chains (Q2790471) (← links)
- Ergodic BSDEs driven by Markov chains (Q2873870) (← links)
- MEAN-FIELD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS ON MARKOV CHAINS (Q2973413) (← links)
- (Q3647915) (← links)
- On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
- Anticipated BSDEs driven by a single jump process (Q4607793) (← links)
- Stochastic control for BSDEs and ABSDEs with Markov chain noises (Q5130077) (← links)
- Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions (Q5234665) (← links)
- Undiscounted Markov Chain BSDEs to Stopping Times (Q5416555) (← links)
- (Q5430663) (← links)
- Optimal mean-variance reinsurance and investment strategy with constraints in a non-Markovian regime-switching model (Q5880052) (← links)
- Markov chains under nonlinear expectation (Q6054140) (← links)
