Pages that link to "Item:Q4923223"

The following pages link to Erratum. BSDEs driven by infinite dimensional martingales and their applications to stochastic optimal control (Q4923223):

Displaying 7 items.

• Erratum to: ``Simulation of BSDEs with jumps by Wiener chaos expansion''. (Q511142) (← links)
• Erratum: Coherent and convex risk measures for unbounded càdlàg processes (Q854288) (← links)
• Erratum to: ``A verification theorem for optimal stopping problems with expectation constraints'' (Q1734288) (← links)
• Stochastic optimal control for backward stochastic partial differential systems (Q1947337) (← links)
• Errata to: ``Transportation cost inequality for backward stochastic differential equations'' (Q2070601) (← links)
• A variational formula for controlled backward stochastic partial differential equations and some applications (Q2350396) (← links)
• Corrigendum to “Stability of solutions of BSDEs with random terminal time” (Q5429611) (← links)