The following pages link to (Q3194379):
Displaying 6 items.
- Backward doubly stochastic equations with jumps and comparison theorems (Q298152) (← links)
- On solutions of backward stochastic differential equations with jumps, with unbounded stopping times as terminal and with non-Lipschitz coefficients, and probabilistic interpretation of quasi-linear elliptic type integro-differential equations (Q1580627) (← links)
- Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients (Q2322667) (← links)
- Existence and uniqueness of the solutions of forward-backward doubly stochastic differential equations with Poisson jumps (Q2660765) (← links)
- Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales (Q2671650) (← links)
- Dynamic risk measures via backward doubly stochastic Volterra integral equations with jumps (Q6573061) (← links)
