Saved in:
| Main Authors: | Gu, Zihao, Lin, Yiqing, Xu, Kun |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2310.14728 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Mean-field reflected BSDEs driven by a marked point process
by: Lin, Yiqing, et al.
Published: (2024)
by: Lin, Yiqing, et al.
Published: (2024)
Propagation of chaos for mean-field reflected BSDEs with jumps
by: Lin, Yiqing, et al.
Published: (2024)
by: Lin, Yiqing, et al.
Published: (2024)
Particle systems for mean reflected BSDEs with jumps
by: Lin, Yiqing, et al.
Published: (2024)
by: Lin, Yiqing, et al.
Published: (2024)
SIG-BSDE for Dynamic Risk Measures
by: Agram, Nacira, et al.
Published: (2024)
by: Agram, Nacira, et al.
Published: (2024)
Reverse-BSDE Monte Carlo
by: Batista, Jairon H. N., et al.
Published: (2025)
by: Batista, Jairon H. N., et al.
Published: (2025)
An Entropy Regularized BSDE Approach to Bermudan Options and Games
by: Frikha, Noufel, et al.
Published: (2025)
by: Frikha, Noufel, et al.
Published: (2025)
Two-barriers-reflected BSDE with Rank-based Data
by: Feng, Xinwei, et al.
Published: (2024)
by: Feng, Xinwei, et al.
Published: (2024)
Infinite horizon quadratic backward stochastic differential equations driven by $G$-Brownian motion
by: Lin, Yiqing, et al.
Published: (2025)
by: Lin, Yiqing, et al.
Published: (2025)
Extremal behavior of stationary marked point processes
by: Basrak, Bojan, et al.
Published: (2022)
by: Basrak, Bojan, et al.
Published: (2022)
Functional approximation of the marked Hawkes risk process
by: Coutin, Laure, et al.
Published: (2024)
by: Coutin, Laure, et al.
Published: (2024)
BSDE Approach for $α$-Potential Stochastic Differential Games
by: Guo, Xin, et al.
Published: (2025)
by: Guo, Xin, et al.
Published: (2025)
Large time behavior of critical marked Hawkes processes with heavy tailed marks and related branching particle systems
by: Talarczyk, Anna
Published: (2026)
by: Talarczyk, Anna
Published: (2026)
Limit theorems for non linear (compound marked) Hawkes processes
by: Massat, Benjamin
Published: (2026)
by: Massat, Benjamin
Published: (2026)
Ergodic distribution dependent BSDE and application to long-time behavior of finite horizon distribution dependent BSDE
by: Desbouis, Kaplan, et al.
Published: (2025)
by: Desbouis, Kaplan, et al.
Published: (2025)
Exponential stock models driven by tempered stable processes
by: Küchler, Uwe, et al.
Published: (2019)
by: Küchler, Uwe, et al.
Published: (2019)
Exponential growth of random infinite Fibonacci sequences
by: Goldsheid, Ilya, et al.
Published: (2025)
by: Goldsheid, Ilya, et al.
Published: (2025)
The variational principle for a marked Gibbs point process with infinite-range multibody interactions
by: Jahnel, Benedikt, et al.
Published: (2024)
by: Jahnel, Benedikt, et al.
Published: (2024)
Gaussian limit for Pfaffian point processes
by: Wang, Kai, et al.
Published: (2025)
by: Wang, Kai, et al.
Published: (2025)
RNN-BSDE method for high-dimensional fractional backward stochastic differential equations with Wick-Itô integrals
by: Cai, Chunhao, et al.
Published: (2024)
by: Cai, Chunhao, et al.
Published: (2024)
Marking and re-marking
by: Aldridge, Matthew
Published: (2025)
by: Aldridge, Matthew
Published: (2025)
Precise Deviations for discrete marked Hawkes processes
by: Wang, Yingli, et al.
Published: (2023)
by: Wang, Yingli, et al.
Published: (2023)
European Options in Market Models with Multiple Defaults: the BSDE approach
by: Grigorova, Miryana, et al.
Published: (2026)
by: Grigorova, Miryana, et al.
Published: (2026)
A notion of BSDE on the Wasserstein space and its applications to control problems and PDEs
by: Djete, Mao Fabrice
Published: (2025)
by: Djete, Mao Fabrice
Published: (2025)
$G$-BSDEs with mean constraints in time-dependent intervals
by: Gu, Zihao, et al.
Published: (2024)
by: Gu, Zihao, et al.
Published: (2024)
Exponential Euler method for stiff SDEs driven by fractional Brownian motion
by: Chen, Haozhe, et al.
Published: (2024)
by: Chen, Haozhe, et al.
Published: (2024)
A BSDE approach to the asymmetric risk-sensitive optimization and its applications
by: Hu, Mingshang, et al.
Published: (2023)
by: Hu, Mingshang, et al.
Published: (2023)
Mean-reflected $G$-BSDEs with multi-variate constraints
by: Lin, Yiqing, et al.
Published: (2024)
by: Lin, Yiqing, et al.
Published: (2024)
Number rigid determinantal point processes induced by generalized Cantor sets
by: Lin, Zhaofeng, et al.
Published: (2024)
by: Lin, Zhaofeng, et al.
Published: (2024)
Gilbert's disc model with geostatistical marking
by: Ahlberg, Daniel, et al.
Published: (2017)
by: Ahlberg, Daniel, et al.
Published: (2017)
The law of thin processes: a law of large numbers for point processes
by: Aldridge, Matthew
Published: (2025)
by: Aldridge, Matthew
Published: (2025)
Irregular traces of multiple SLE(0) systems with multiple marked points
by: Zhang, Jiaxin
Published: (2025)
by: Zhang, Jiaxin
Published: (2025)
Exponential ergodicity of a degenerate age-size piecewise deterministic process
by: Madrid, Ignacio
Published: (2022)
by: Madrid, Ignacio
Published: (2022)
Convergence of a Deep BSDE solver with jumps
by: Gnoatto, Alessandro, et al.
Published: (2025)
by: Gnoatto, Alessandro, et al.
Published: (2025)
Penalization of Galton Watson trees with marked vertices
by: Abraham, Romain, et al.
Published: (2024)
by: Abraham, Romain, et al.
Published: (2024)
Branching processes and bacterial growth
by: Krell, Nathalie
Published: (2024)
by: Krell, Nathalie
Published: (2024)
Local limits of conditioned marked Galton Watson trees
by: Abraham, Romain, et al.
Published: (2025)
by: Abraham, Romain, et al.
Published: (2025)
Optimal Wasserstein-$1$ distance between SDEs driven by Brownian motion and stable processes
by: Deng, Changsong, et al.
Published: (2023)
by: Deng, Changsong, et al.
Published: (2023)
Random integral operators related to the point processes
by: Dorogovtsev, Andrey, et al.
Published: (2017)
by: Dorogovtsev, Andrey, et al.
Published: (2017)
Regularization of a stationary point process by a stationary increments perturbation
by: Thomassey, Loïc, et al.
Published: (2026)
by: Thomassey, Loïc, et al.
Published: (2026)
A quadratic BSDE approach to normalization for the finite volume 2D sine-Gordon model in the finite ultraviolet regime
by: Tang, Shanjian, et al.
Published: (2025)
by: Tang, Shanjian, et al.
Published: (2025)
Similar Items
-
Mean-field reflected BSDEs driven by a marked point process
by: Lin, Yiqing, et al.
Published: (2024) -
Propagation of chaos for mean-field reflected BSDEs with jumps
by: Lin, Yiqing, et al.
Published: (2024) -
Particle systems for mean reflected BSDEs with jumps
by: Lin, Yiqing, et al.
Published: (2024) -
SIG-BSDE for Dynamic Risk Measures
by: Agram, Nacira, et al.
Published: (2024) -
Reverse-BSDE Monte Carlo
by: Batista, Jairon H. N., et al.
Published: (2025)