Pages that link to "Item:Q5950044"

The following pages link to Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance (Q5950044):

Displaying 50 items.

• On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes (Q262019) (← links)
• Applications of anticipated BSDEs driven by time-changing Lévy noises (Q343547) (← links)
• Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process (Q352763) (← links)
• Optimal variational principle for backward stochastic control systems associated with Lévy processes (Q424326) (← links)
• Doubly reflected BSDEs driven by a Lévy process (Q425969) (← links)
• A note on the reflected backward stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition (Q426974) (← links)
• Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter \(H < 1/2\) (Q428140) (← links)
• Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes (Q462276) (← links)
• Backward stochastic differential equations approach to hedging, option pricing, and insurance problems (Q462406) (← links)
• Reflected BSDEs on filtered probability spaces (Q491186) (← links)
• Optimality conditions for partial information stochastic control problems driven by Lévy processes (Q694793) (← links)
• On solutions to backward stochastic partial differential equations for Lévy processes (Q719427) (← links)
• SPDIEs and BSDEs driven by Lévy processes and countable Brownian motions (Q739898) (← links)
• A necessary condition for optimal control of forward-backward stochastic control system with Lévy process in nonconvex control domain case (Q778640) (← links)
• Reflected BSDE driven by a Lévy process (Q842401) (← links)
• Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes (Q848401) (← links)
• Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process (Q889849) (← links)
• Generalized BSDE driven by a Lévy process (Q937479) (← links)
• BSDE driven by a simple Lévy process with continuous coefficient (Q945456) (← links)
• A note on the doubly reflected backward stochastic differential equations driven by a Lévy process (Q962029) (← links)
• Reflected and doubly reflected BSDEs for Lévy processes: solutions and comparison (Q966535) (← links)
• Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes (Q1023327) (← links)
• Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes (Q1044773) (← links)
• Short-term risk management using stochastic Taylor expansions under Lévy models (Q1413347) (← links)
• White noise analysis for Lévy processes. (Q1425153) (← links)
• A maximum principle for fully coupled forward-backward stochastic control system driven by Lévy process with terminal state constraints (Q1621173) (← links)
• Backward stochastic differential equations with Markov chains and related asymptotic properties (Q1653208) (← links)
• Maximum principle for forward-backward stochastic control system driven by Lévy process (Q1666382) (← links)
• Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
• Fully coupled forward-backward stochastic differential equations on Markov chains (Q1725510) (← links)
• The maximum principle for partially observed optimal control of FBSDE driven by Teugels martingales and independent Brownian motion (Q1743669) (← links)
• \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
• Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients (Q1928126) (← links)
• Reflected generalized backward doubly SDEs driven by Lévy processes and applications (Q1930524) (← links)
• BSDE with rcll reflecting barrier driven by a Lévy process (Q1986117) (← links)
• Linear quadratic stochastic optimal control of forward backward stochastic control system associated with Lévy process (Q1992520) (← links)
• Partial information stochastic differential games for backward stochastic systems driven by Lévy processes (Q2004147) (← links)
• Anticipated backward stochastic differential equations driven by the Teugels martingales (Q2019174) (← links)
• Approximate controllability of second-order stochastic differential systems driven by a Lévy process (Q2020320) (← links)
• Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process (Q2084918) (← links)
• Backward stochastic differential equations with regime-switching and sublinear expectations (Q2132537) (← links)
• Multistep schemes for solving backward stochastic differential equations on GPU (Q2138198) (← links)
• Reflected BSDEs driven by inhomogeneous simple Lévy processes with rcll barrier (Q2168956) (← links)
• BSDEs and log-utility maximization for Lévy processes (Q2178928) (← links)
• Forward-backward SDEs with jumps and classical solutions to nonlocal quasilinear parabolic PDEs (Q2182619) (← links)
• Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models (Q2238770) (← links)
• Reflected generalized BSDEs with discontinuous barriers driven by a Lévy process (Q2239787) (← links)
• Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations (Q2299580) (← links)
• Terminal-dependent statistical inference for the integral form of FBSDE (Q2312276) (← links)
• Mean-field, infinite horizon, optimal control of nonlinear stochastic delay system governed by Teugels martingales associated with Lévy processes (Q2316092) (← links)