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Publications by Ludger Overbeck
Path-Dependent Backward Stochastic Volterra Integral Equations With Jumps, Differentiability and Duality Principle
Probability, Uncertainty and Quantitative Risk
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A Mean-Field Stochastic Maximum Principle for Optimal Control of Forward-Backward Stochastic Differential Equations With Jumps via Malliavin Calculus
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Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations With Jumps
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Stochastic Maximum Principle for Hilbert Space Valued Forward-Backward Doubly SDEs With Poisson Jumps
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The Adapted Solution and Comparison Theorem for Backward Stochastic Differential Equations With Poisson Jumps and Applications
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On Nonlinear Volterra Integral Equations With State Dependent Delays in Several Variables
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Embedding Stieltjes-Volterra Integral Equations in Stieltjes Integral Equations
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