Anticipated Backward SDEs with Jumps and Quadratic-Exponential Growth Drivers
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- Antonelli, Fabio & Mancini, Carlo, 2016. "Solutions of BSDE’s with jumps and quadratic/locally Lipschitz generator," Stochastic Processes and their Applications, Elsevier, vol. 126(10), pages 3124-3144.
- Olivier Menoukeu Pamen, 2015. "Optimal Control for Stochastic Delay Systems Under Model Uncertainty: A Stochastic Differential Game Approach," Journal of Optimization Theory and Applications, Springer, vol. 167(3), pages 998-1031, December.
- Morlais, Marie-Amelie, 2010. "A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem," Stochastic Processes and their Applications, Elsevier, vol. 120(10), pages 1966-1995, September.
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