Pages that link to "Item:Q1949129"

The following pages link to BSDEs with general filtration driven by Lévy processes, and an application in stochastic controllability (Q1949129):

Displaying 10 items.

• A stochastic Fubini theorem: BSDE method (Q523887) (← links)
• Stochastic minimum-energy control (Q888813) (← links)
• Generalized BSDE for Lévy processes under stochastic monotone conditions (Q971468) (← links)
• Well-posedness of backward stochastic differential equations with general filtration (Q1945854) (← links)
• BSDEs with logarithmic growth driven by Brownian motion and Poisson random measure and connection to stochastic control problem (Q2054942) (← links)
• Switching controls for linear stochastic differential systems (Q2197197) (← links)
• Exact controllability of stochastic differential equations with memory (Q2203454) (← links)
• Backward stochastic differential equations with unbounded generators (Q4630519) (← links)
• (Q4927856) (← links)
• The Norm Optimal Control Problem for Stochastic Linear Control Systems (Q5250292) (← links)