Pages that link to "Item:Q5265772"
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The following pages link to Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure (Q5265772):
Displaying 5 items.
- Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control (Q303970) (← links)
- Backward stochastic differential equations with regime-switching and sublinear expectations (Q2132537) (← links)
- Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps (Q2672856) (← links)
- Linear-quadratic optimal control under non-Markovian switching (Q4607794) (← links)
- Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model (Q6588549) (← links)