Pages that link to "Item:Q737168"

The following pages link to Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting (Q737168):

Displaying 29 items.

• \(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration (Q522550) (← links)
• \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
• Asymptotic approach for backward stochastic differential equation with singular terminal condition (Q1994916) (← links)
• Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration (Q2042792) (← links)
• Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint (Q2045151) (← links)
• Neumann problem for backward SPDEs with singular terminal conditions and application in constrained stochastic control under target zone (Q2132528) (← links)
• Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting (Q2176177) (← links)
• A note on costs minimization with stochastic target constraints (Q2183107) (← links)
• Optimal position targeting via decoupling fields (Q2192736) (← links)
• Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
• Multi-dimensional optimal trade execution under stochastic resilience (Q2274225) (← links)
• Minimal supersolutions of BSDEs under volatility uncertainty (Q2347450) (← links)
• Integro-partial differential equations with singular terminal condition (Q2357187) (← links)
• Second-order BSDE under monotonicity condition and liquidation problem under uncertainty (Q2415511) (← links)
• Limit behaviour of BSDE with jumps and with singular terminal condition (Q2954247) (← links)
• Mean-Field Leader-Follower Games with Terminal State Constraint (Q3300842) (← links)
• <i>L^p</i>-solution for BSDEs with jumps in the case<i>p</i>&lt;2 (Q4584694) (← links)
• Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience (Q4596852) (← links)
• Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint (Q4604636) (← links)
• On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
• Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
• A Mean Field Game of Optimal Portfolio Liquidation (Q5026436) (← links)
• Continuity problem for singular BSDE with random terminal time (Q5043557) (← links)
• Backward stochastic differential equations with non-Markovian singular terminal values (Q5384774) (← links)
• (Q5435876) (← links)
• Portfolio liquidation games with self‐exciting order flow (Q6054433) (← links)
• Optimal trade execution under small market impact and portfolio liquidation with semimartingale strategies (Q6565560) (← links)
• Continuity problem for BSDE and IPDE with singular terminal condition (Q6640879) (← links)
• Mean-field liquidation games with market drop-out (Q6641082) (← links)