Second Order BSDEs with Jumps: Formulation and Uniqueness

In this chapter experimental (IR and Raman) and theoretical (Kohn-Sham calculations) methods are used in a combined analysis aimed at refining the available structural data

In this paper we propose a new formulation of the second-order loads in bichromatic seas, in the manner of the Lagally formulation applied to the determination of the drift force,

The technique used here will allow us using geomet- rical interpretation of quantities of the type of d 0 and d 1 to derive stability results concerning this type of behavior for

We study the discrete-time approximation for solutions of quadratic forward back- ward stochastic differential equations (FBSDEs) driven by a Brownian motion and a jump process

establishing a correct local formulation for the second principle of thermo- dynamics, quite independently of any particular form of the relation express- ing the

Backward stochastic differential equations, generator of quadratic growth, unbounded terminal condition, uniqueness result.. AMS

Backward stochastic differential equations, generator of quadratic growth, unbounded terminal condition, uniqueness result.. AMS

Section 3 is devoted to the optimal control problem from which we get as a byproduct a uniqueness result for quadratic BSDEs with unbounded terminal conditions.. Finally, in the