Pages that link to "Item:Q2268728"

The following pages link to Comparisons for backward stochastic differential equations on Markov chains and related no-arbitrage conditions (Q2268728):

Displaying 46 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)
• Infection time in multistable gene networks. A backward stochastic variational inequality with nonconvex switch-dependent reflection approach (Q505633) (← links)
• Existence, uniqueness and comparisons for BSDEs in general spaces (Q690880) (← links)
• A general theory of finite state backward stochastic difference equations (Q963031) (← links)
• A stochastic maximum principle for a Markov regime-switching jump-diffusion model with delay and an application to finance (Q1626520) (← links)
• Backward stochastic differential equations with Markov chains and related asymptotic properties (Q1653208) (← links)
• Mean-field backward stochastic differential equations in general probability spaces (Q1663545) (← links)
• Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663) (← links)
• Mean-variance portfolio selection under a non-Markovian regime-switching model (Q1713195) (← links)
• Fully coupled forward-backward stochastic differential equations on Markov chains (Q1725510) (← links)
• Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming (Q1743531) (← links)
• \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← 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)
• On nonlinear expectations and Markov chains under model uncertainty (Q2237129) (← links)
• BSDEs with regime switching: weak convergence and applications (Q2257512) (← links)
• Weak necessary and sufficient stochastic maximum principle for Markovian regime-switching diffusion models (Q2340989) (← links)
• A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications (Q2407985) (← links)
• Backward stochastic differential equations associated to jump Markov processes and applications (Q2434482) (← links)
• Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market (Q2673823) (← links)
• Open-loop equilibrium strategy for mean-variance portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model (Q2691262) (← links)
• On anticipated backward stochastic differential equations with Markov chain noise (Q2821903) (← links)
• Backward Stochastic Difference Equations with Finite States (Q2909972) (← links)
• Sufficient Stochastic Maximum Principle for the Optimal Control of Semi-Markov Modulated Jump-Diffusion with Application to Financial Optimization (Q2937458) (← links)
• LOCAL RISK-MINIMIZATION UNDER MARKOV-MODULATED EXPONENTIAL LÉVY MODEL (Q2947346) (← links)
• A general comparison theorem for backward stochastic differential equations (Q3059700) (← links)
• Time-Coherent Risk Measures for Continuous-Time Markov Chains (Q4579838) (← links)
• On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
• Anticipated BSDEs driven by a single jump process (Q4607793) (← links)
• A Probabilistic Approach to Extended Finite State Mean Field Games (Q5000643) (← links)
• On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples (Q5038289) (← links)
• Backward stochastic Volterra integral equations on Markov chains (Q5085850) (← links)
• Stochastic control for BSDEs and ABSDEs with Markov chain noises (Q5130077) (← links)
• A framework of BSDEs with stochastic Lipschitz coefficients (Q5140340) (← links)
• Backward Stochastic Differential Equations for a Single Jump Process (Q5198941) (← links)
• Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions (Q5234665) (← links)
• Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure (Q5265772) (← links)
• Undiscounted Markov Chain BSDEs to Stopping Times (Q5416555) (← links)
• Discrete-Time BSDEs with Random Terminal Horizon (Q5416839) (← links)
• A STOCHASTIC CONTROL APPROACH TO BID-ASK PRICE MODELLING (Q5866978) (← 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)
• Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)
• Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model (Q6588549) (← links)