Backward stochastic differential equations associated to jump Markov processes and applications

Backward Stochastic Differential Equatio

Backward Stochastic Differential Equations Associated to a Symmetric Markov Process

✍ V. Bally; E. Pardoux; L. Stoica 📂 Article 📅 2005 🏛 Springer Netherlands 🌐 English ⚖ 468 KB

Backward Stochastic Differential Equatio

Backward Stochastic Differential Equations Associated to a Symmetric Markov Process

✍ V. Bally; E. Pardoux; L. Stoica 📂 Article 📅 2005 🏛 Springer Netherlands 🌐 English ⚖ 325 KB

Markov processes associated withLp-resol

Markov processes associated withLp-resolvents and applications to stochastic differential equations on Hilbert space

✍ Lucian Beznea; Nicu Boboc; Michael Röckner 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 243 KB

[EAA Series] Backward Stochastic Differe

[EAA Series] Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications || Forward-Backward Stochastic Differential Equations

✍ Delong, Łukasz 📂 Article 📅 2013 🏛 Springer London 🌐 English ⚖ 299 KB

Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance. Part I of this book presents the theory of BSDEs with Lipschitz generators driven by a Brownian motion and a compensated random measure, with an emphasis on those generated by step proc

Backward doubly stochastic differential

Backward doubly stochastic differential equations with jumps and stochastic partial differential-integral equations

✍ Qingfeng Zhu; Yufeng Shi 📂 Article 📅 2012 🏛 Coastal and Estuarine Research Federation 🌐 English ⚖ 222 KB

[EAA Series] Backward Stochastic Differe

[EAA Series] Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications || Backward Stochastic Differential Equations—The General Case

✍ Delong, Łukasz 📂 Article 📅 2013 🏛 Springer London 🌐 English ⚖ 429 KB

Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance. Part I of this book presents the theory of BSDEs with Lipschitz generators driven by a Brownian motion and a compensated random measure, with an emphasis on those generated by step proc