A Clustering Method to Solve Backward Stochastic Differential Equations With Jumps

Journal of Mathematical Finance
doi 10.4236/jmf.2020.101001
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Scientific Research Publishing, Inc,

Related search

Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations With Jumps

SIAM Journal on Control and Optimization
ControlApplied MathematicsOptimization
2010English

The Truncated EM Method for Stochastic Differential Equations With Poisson Jumps

Journal of Computational and Applied Mathematics
Computational MathematicsApplied Mathematics
2019English

A Mean-Field Stochastic Maximum Principle for Optimal Control of Forward-Backward Stochastic Differential Equations With Jumps via Malliavin Calculus

Journal of Applied Mathematics and Physics
2018English

Maximum Principles of Markov Regime-Switching Forward–Backward Stochastic Differential Equations With Jumps and Partial Information

Journal of Optimization Theory and Applications
ControlManagement ScienceApplied MathematicsOptimizationOperations Research
2017English

The Adapted Solution and Comparison Theorem for Backward Stochastic Differential Equations With Poisson Jumps and Applications

Journal of Mathematical Analysis and Applications
Applied MathematicsAnalysis
2008English

Path-Dependent Backward Stochastic Volterra Integral Equations With Jumps, Differentiability and Duality Principle

Probability, Uncertainty and Quantitative Risk
2018English

Open Problems on Backward Stochastic Differential Equations

IFIP Advances in Information and Communication Technology
Computer NetworksInformation SystemsManagementCommunications
1999English

An Operational Method to Solve Fractional Differential Equations

2014English

A Weak Approximation of Stochastic Differential Equations With Jumps Through Tempered Polynomial Optimization

Stochastic Models
ModelingApplied MathematicsStatisticsProbabilitySimulation
2011English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy