This paper is concerned with a leader–follower stochastic differential game with asymmetric
information, where the information available to the follower is based on some sub-σ-algebra …

This paper is devoted to obtaining a wellposedness result for multidimensional BSDEs with
possibly unbounded random time horizon and driven by a general martingale in a filtration …

Backward stochastic differential equations extend the martingale representation theorem to
the nonlinear setting. This can be seen as path-dependent counterpart of the extension from …

This paper investigates the effects of derivative trading on the performance of asset-liability
management in the presence of stochastic interest rate and stochastic volatility under the …

We extend the work of Delong and Imkeller (2010)[6],[7] concerning backward stochastic
differential equations with time delayed generators (delay BSDEs). We give moment and a …

This paper studies optimally defined contribution (DC) pension investment problems under
the expected utility maximization framework with stochastic income and inflation risks. The …

In the theory of portfolio selection, there are few methods that effectively address the
combined challenge of insider information and model uncertainty, despite numerous …

This paper is devoted to solving a multidimensional backward stochastic differential
equation (BSDE) with a general random terminal time, which may take values in [0,+ infinity] …

We consider a doubly reflected backward stochastic differential equations with jumps where
the lower barrier and the opposite of the upper barrier are assumed to be right upper …

Given p> 1, we study L p-solutions of backward doubly stochastic differential equations with
time delayed generators (delay BDSDEs for short) whose generators Lipschitz continuous in …