Pages that link to "Item:Q1653208"

The following pages link to Backward stochastic differential equations with Markov chains and related asymptotic properties (Q1653208):

Displaying 9 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)
• Existence of optimal controls for systems of controlled forward-backward doubly SDEs (Q778249) (← links)
• The link between stochastic differential equations with non-Markovian coefficients and backward stochastic partial differential equations (Q2025270) (← links)
• Time-dynamic evaluations under non-monotone information generated by marked point processes (Q2049553) (← links)
• Backward stochastic differential equations with regime-switching and sublinear expectations (Q2132537) (← links)
• Backward stochastic differential equations with Markov chains and associated PDEs (Q2232204) (← links)
• BSDEs with regime switching: weak convergence and applications (Q2257512) (← links)
• Anomalous PDEs in Markov chains: domains of validity and numerical solutions (Q2488493) (← links)