2BSDE with uncertain horizon and application to stochastic control in erratic environments | Paper Citation Record

Observation c0c8b2e2-ae5d-4064-8240-4a9eee8906a0 · outbound

This paper cites Arbitrage of the first kind and fil- tration enlargements in semimartingale financial models.Stochastic Processes and their Applications, 126(6):1761–1784, 2016.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Arbitrage of the first kind and fil- tration enlargements in semimartingale financial models.Stochastic Processes and their Applications, 126(6):1761–1784, 2016

Reference 1

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.509864Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 8994ee93-829d-4b59-9a46-a84298453dbb · outbound

This paper cites Enlargement of filtration with finance in view.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Enlargement of filtration with finance in view

Reference 2

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.498453Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation f54f2180-dcdc-4848-af09-f9caf024a433 · outbound

This paper cites Projections, pseudo-stopping times and the immersion property.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Projections, pseudo-stopping times and the immersion property

Reference 3

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.486305Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation ee7ea9ec-dd9d-4d35-91b6-88cd4da40292 · outbound

This paper cites Uncertainty and risk in the cryp- tocurrency market.Journal of Risk and Financial Management, 15(11):532, 2022.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Uncertainty and risk in the cryp- tocurrency market.Journal of Risk and Financial Management, 15(11):532, 2022

Reference 4

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.474178Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation d8f64cae-56c3-43a3-8663-93a9b9b19546 · outbound

This paper cites Epstein-Zin utility maximization on a random horizon.Mathematical Finance, 33(4):1370–1411, 2023.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Epstein-Zin utility maximization on a random horizon.Mathematical Finance, 33(4):1370–1411, 2023

Reference 5

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.461770Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 72cb5de6-e363-4f91-a16d-68e8a2bca646 · outbound

This paper cites Backward stochastic differential equations with locally Lipschitz coefficient.Comptes Rendus de l’Acad´ emie des Sciences-Series I-Mathematics, 333(5):481–486, 2001.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Backward stochastic differential equations with locally Lipschitz coefficient.Comptes Rendus de l’Acad´ emie des Sciences-Series I-Mathematics, 333(5):481–486, 2001

Reference 6

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.450127Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation d3110033-bd98-48a1-95eb-39c1df16d0ca · outbound

This paper cites Adaptive robust control under model uncertainty.SIAM Journal on Control and Optimization, 57(2):925–946, 2019.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Adaptive robust control under model uncertainty.SIAM Journal on Control and Optimization, 57(2):925–946, 2019

Reference 7

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.436165Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 676f6817-213c-4099-8eb9-33c6ad341c86 · outbound

This paper cites Springer Science & Business Media, 2013.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Springer Science & Business Media, 2013

Reference 8

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.423582Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation d5b2e085-5925-4c05-ab95-eb2c4a101a28 · outbound

This paper cites Conjugate convex functions in optimal stochastic control.Journal of mathematical analysis and applications, 44(2):384–404, 1973.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Conjugate convex functions in optimal stochastic control.Journal of mathematical analysis and applications, 44(2):384–404, 1973

Reference 9

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.411208Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 4e7ac8f8-4345-417c-abba-bf69f1fb514c · outbound

This paper cites A stochastic control approach to a robust utility maximization problem.

2BSDE with uncertain horizon and application to stochastic control in erratic environments A stochastic control approach to a robust utility maximization problem

Reference 10

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.399021Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 451fe652-c2c0-4d43-be0d-2f94158ff200 · outbound

This paper cites Changes of filtrations and of probability measures.Zeitschrift f¨ ur Wahrscheinlichkeitstheorie und verwandte Gebiete, 45(4):269–295, 1978.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Changes of filtrations and of probability measures.Zeitschrift f¨ ur Wahrscheinlichkeitstheorie und verwandte Gebiete, 45(4):269–295, 1978

Reference 11

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.386774Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation ad4c90fc-8697-41b9-aa96-70bb9edc1ebd · outbound

This paper cites BSDEs with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces.Stochastic Processes and their Applications, 118(5):818–838, 2008.

2BSDE with uncertain horizon and application to stochastic control in erratic environments BSDEs with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces.Stochastic Processes and their Applications, 118(5):818–838, 2008

Reference 12

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.373861Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation cfefcb15-b4be-4ccb-9fd4-7d3e1f2bca5b · outbound

This paper cites Quadratic BSDEs with convex generators and unbounded terminal conditions.Probability Theory and Related Fields, 141:543–567, 2008.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Quadratic BSDEs with convex generators and unbounded terminal conditions.Probability Theory and Related Fields, 141:543–567, 2008

Reference 13

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.360945Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation a40da4ec-48d4-41ba-b82f-1eaf4ce2ea50 · outbound

This paper cites Anatomy of a stablecoin’s failure: The terra-luna case.Finance Research Letters, 51:103358, 2023.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Anatomy of a stablecoin’s failure: The terra-luna case.Finance Research Letters, 51:103358, 2023

Reference 14

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.349234Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation cce79c04-7d06-4237-bf81-2456f6e11e89 · outbound

This paper cites BSDEs with jumps and associated integro-partial differential equations.preprint, 79, 1994.

2BSDE with uncertain horizon and application to stochastic control in erratic environments BSDEs with jumps and associated integro-partial differential equations.preprint, 79, 1994

Reference 15

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.338008Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation d458de40-8f01-42f0-ae60-a827325efdf0 · outbound

This paper cites BSDEs under partial information and finan- cial applications.Stochastic Processes and their Applications, 124(8):2628–2653, 2014.

2BSDE with uncertain horizon and application to stochastic control in erratic environments BSDEs under partial information and finan- cial applications.Stochastic Processes and their Applications, 124(8):2628–2653, 2014

Reference 16

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.325758Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation cddeb7b1-362f-409e-a1a1-68a3ac46f20c · outbound

This paper cites an unresolved cited work.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Unresolved cited work

Reference 17

Resolution: unresolved; raw_fallback, observed 2026-08-15T19:55:49.312572Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation b823e126-41c3-4180-b4d9-4f5e1312e10e · outbound

This paper cites an unresolved cited work.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Unresolved cited work

Reference 18

Resolution: unresolved; raw_fallback, observed 2026-08-15T19:55:49.300615Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 410569b9-742c-4c14-bce9-7a0a30f31e93 · outbound

This paper cites Dynamic programming approach to principal–agent problems.Finance and Stochastics, 22:1–37, 2018.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Dynamic programming approach to principal–agent problems.Finance and Stochastics, 22:1–37, 2018

Reference 19

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.288668Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation afdb1d34-4ceb-4909-8c16-a8c89c8d8230 · outbound

This paper cites Second order BSDEs with jumps by measurable selection argument.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Second order BSDEs with jumps by measurable selection argument

Reference 20

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.273949Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation b2550c5f-7b4f-4427-8ec4-7b86d9d984f3 · outbound

This paper cites an unresolved cited work.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Unresolved cited work

Reference 21

Resolution: unresolved; raw_fallback, observed 2026-08-15T19:55:49.259933Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation ebfd7379-50e9-4e9e-ac69-c0c72aa73909 · outbound

This paper cites A general result of existence and uniqueness of backward stochastic differential equations.Pitman research notes in mathematics series, pages 27–38, 1997.

2BSDE with uncertain horizon and application to stochastic control in erratic environments A general result of existence and uniqueness of backward stochastic differential equations.Pitman research notes in mathematics series, pages 27–38, 1997

Reference 22

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.247052Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 10ffd207-5866-4db3-80b6-a91bb73e7325 · outbound

This paper cites What happens after a default: the conditional density approach.Stochastic processes and their applications, 120(7):1011–1032, 2010.

2BSDE with uncertain horizon and application to stochastic control in erratic environments What happens after a default: the conditional density approach.Stochastic processes and their applications, 120(7):1011–1032, 2010

Reference 23

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.234585Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 2e8a84f6-2f51-4322-bd6a-82d62bc3046a · outbound

This paper cites Backward stochastic differential equations in finance.Mathematical finance, 7(1):1–71, 1997.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Backward stochastic differential equations in finance.Mathematical finance, 7(1):1–71, 1997

Reference 24

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.221639Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 154f2656-4ff0-4752-91fb-a8be059a548c · outbound

This paper cites Predicting cryptocurrency defaults.Applied Economics, 52(46):5060–5076, 2020.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Predicting cryptocurrency defaults.Applied Economics, 52(46):5060–5076, 2020

Reference 25

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.209680Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 7fa489f2-57af-4db6-8429-2806323439d6 · outbound

This paper cites Intensity process and compensator: A new filtration expansion approach and the jeulin–yor theorem.The Annals of Applied Probability, 18(1), 2008.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Intensity process and compensator: A new filtration expansion approach and the jeulin–yor theorem.The Annals of Applied Probability, 18(1), 2008

Reference 26

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.197114Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 4bca8341-44cb-4d4d-bb2e-b8e1c71bdc6f · outbound

This paper cites Contract theory in a vuca world.SIAM Journal on Control and Optimization, 57(4):3072–3100, 2019.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Contract theory in a vuca world.SIAM Journal on Control and Optimization, 57(4):3072–3100, 2019

Reference 27

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.181440Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation cdf51bef-c916-47ff-a89e-18d23f082145 · outbound

This paper cites Utility maximization in incomplete markets.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Utility maximization in incomplete markets

Reference 28

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.168006Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 0d14c55d-3ab0-403a-bc48-27d742b4cc2d · outbound

This paper cites A kind of optimal investment problem under inflation and uncertain time horizon.Applied Mathematics and Computation, 375:125084, 2020.

2BSDE with uncertain horizon and application to stochastic control in erratic environments A kind of optimal investment problem under inflation and uncertain time horizon.Applied Mathematics and Computation, 375:125084, 2020

Reference 29

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.153603Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 52dc3bab-afee-474e-bf73-2f63a4265ae6 · outbound

This paper cites Wellposedness of second order reflected BSDEs: A new formulation.ESAIM: Probability and Statistics, 28:1–21, 2024.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Wellposedness of second order reflected BSDEs: A new formulation.ESAIM: Probability and Statistics, 28:1–21, 2024

Reference 30

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.141838Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 7195113b-5376-495a-ab8d-397e6054fc61 · outbound

This paper cites Courier Corporation, 1999.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Courier Corporation, 1999

Reference 31

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.130317Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation fdc92683-4920-4197-a583-f8736b48db6e · outbound

This paper cites Grossissement initial, hypoth` ese (h ′) et th´ eor` eme de girsanov.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Grossissement initial, hypoth` ese (h ′) et th´ eor` eme de girsanov

Reference 32

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.118744Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation b04487a6-fc74-44f8-b566-0d5c73e9204c · outbound

This paper cites Progressive enlargement of filtrations with initial times.Stochas- tic Processes and their Applications, 119(8):2523–2543, 2009.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Progressive enlargement of filtrations with initial times.Stochas- tic Processes and their Applications, 119(8):2523–2543, 2009

Reference 33

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.107043Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation f74c585f-8535-427a-85df-f502eb8a0d1e · outbound

This paper cites Utility maximization with random horizon: a BSDE approach.International Journal of Theoretical and Applied Finance, 18(07):1550045, 2015.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Utility maximization with random horizon: a BSDE approach.International Journal of Theoretical and Applied Finance, 18(07):1550045, 2015

Reference 34

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.095513Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation c6870d57-f0cc-4cbe-a886-daa759242b9c · outbound

This paper cites A note on BSDEs with singular driver coefficients.

2BSDE with uncertain horizon and application to stochastic control in erratic environments A note on BSDEs with singular driver coefficients

Reference 35

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.081684Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation c0277818-0ea0-42b2-adca-420c4eb5ee18 · outbound

This paper cites Springer, 2006.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Springer, 2006

Reference 36

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.067268Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 673c6728-49d3-48cf-acc8-1121a7efaba2 · outbound

This paper cites Information uncertainty related to marked random times and optimal investment.Probability, Uncertainty and Quantitative Risk, 3:1–24, 2018.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Information uncertainty related to marked random times and optimal investment.Probability, Uncertainty and Quantitative Risk, 3:1–24, 2018

Reference 37

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.053899Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 464c9b89-0dec-4f34-a6b7-af5f6364033d · outbound

This paper cites Enlargement of filtration and additional information in pricing models: Bayesian approach.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Enlargement of filtration and additional information in pricing models: Bayesian approach

Reference 38

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.037940Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 2519c122-ec24-4a46-a9dc-1c05a982f103 · outbound

This paper cites On pathwise stochastic integration.Stochastic Processes and their applications, 57(1):11–18, 1995.

2BSDE with uncertain horizon and application to stochastic control in erratic environments On pathwise stochastic integration.Stochastic Processes and their applications, 57(1):11–18, 1995

Reference 39

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.017036Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation fbd56fe9-84c6-46d6-b1c3-2d78bc3c4a7d · outbound

This paper cites Second-order BSDEs with jumps: formulation and uniqueness.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Second-order BSDEs with jumps: formulation and uniqueness

Reference 40

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:49.003333Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation d70aa8d5-741c-402a-84ae-3cfc102b003c · outbound

This paper cites Mean-variance hedging on uncertain time horizon in a market with a jump.Applied Mathematics & Optimization, 68:413–444, 2013.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Mean-variance hedging on uncertain time horizon in a market with a jump.Applied Mathematics & Optimization, 68:413–444, 2013

Reference 41

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.991207Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 98b07338-291c-4dd2-9c61-198f35791991 · outbound

This paper cites Representation of solutions to quadratic 2BSDEs with unbounded terminal values.Statistics & Probability Letters, 213:110191, 2024.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Representation of solutions to quadratic 2BSDEs with unbounded terminal values.Statistics & Probability Letters, 213:110191, 2024

Reference 42

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.979460Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation c77936b9-b614-4c16-b8c7-3bcd454654fc · outbound

This paper cites an unresolved cited work.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Unresolved cited work

Reference 43

Resolution: unresolved; raw_fallback, observed 2026-08-15T19:55:48.966965Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation bbc8932c-eb41-4743-be9f-fa85b3939aed · outbound

This paper cites A new existence result for second-order BSDEs with quadratic growth and their applications.

2BSDE with uncertain horizon and application to stochastic control in erratic environments A new existence result for second-order BSDEs with quadratic growth and their applications

Reference 44

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.955223Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation b3152b40-3bd2-49ac-b40f-aa2c8a4af072 · outbound

This paper cites Second order backward SDE with random terminal time.Electron.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Second order backward SDE with random terminal time.Electron

Reference 45

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.941558Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 6db40d3c-c2c8-40d9-bfa5-1e31e8c81315 · outbound

This paper cites Random horizon principal-agent problems.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Random horizon principal-agent problems

Reference 46

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.928793Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 938b2628-3ae4-4872-8946-987d3a43671d · outbound

This paper cites Representation theorems for backward stochastic differential equations.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Representation theorems for backward stochastic differential equations

Reference 47

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.916502Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation b21ddb6a-4ff6-4ca7-89e6-79eab99a69de · outbound

This paper cites Density analysis of non-Markovian BSDEs and applications to biology and finance.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Density analysis of non-Markovian BSDEs and applications to biology and finance

Reference 48

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.902747Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 97fd9898-0606-465b-a4b3-aec5734a2b42 · outbound

This paper cites Moral hazard under ambiguity.Journal of Optimization Theory and Applications, 179:452–500, 2018.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Moral hazard under ambiguity.Journal of Optimization Theory and Applications, 179:452–500, 2018

Reference 49

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.890606Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 9935f0f4-c2b1-4946-865a-9f9e2b9d0ee7 · outbound

This paper cites Agency Problems and Adversarial Bilevel Optimization under Uncertainty and Cyber Threats.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Agency Problems and Adversarial Bilevel Optimization under Uncertainty and Cyber Threats

Reference 50

Resolution: verified exact; local_arxiv, observed 2026-08-15T19:55:48.601260Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 77535243-ed8b-414c-bc72-fceb71893141 · outbound

This paper cites Second-order BSDEs with general reflection and game options under uncertainty.Stochastic Processes and their Applications, 124(7):2281–2321, 2014.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Second-order BSDEs with general reflection and game options under uncertainty.Stochastic Processes and their Applications, 124(7):2281–2321, 2014

Reference 51

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.875244Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation caec545c-046d-4474-91ca-abd1a6f19d51 · outbound

This paper cites Robust utility maximization in nondominated models with 2bsde: the uncertain volatility model.Mathematical Finance, 25(2):258–287, 2015.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Robust utility maximization in nondominated models with 2bsde: the uncertain volatility model.Mathematical Finance, 25(2):258–287, 2015

Reference 52

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.862238Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation c97c1014-76f6-4c45-8502-d48ef67ffcf1 · outbound

This paper cites $\alpha$-Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs.

2BSDE with uncertain horizon and application to stochastic control in erratic environments $\alpha$-Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs

Reference 53

Resolution: verified exact; local_arxiv, observed 2026-08-15T19:55:48.584171Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation b6835a33-4a6c-417a-808e-e3747104a360 · outbound

This paper cites Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem.Finance and Stochastics, 13:121–150, 2009.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem.Finance and Stochastics, 13:121–150, 2009

Reference 54

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.848194Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 30e94114-0a32-4f5c-8fcc-47d900c16d50 · outbound

This paper cites Robust superhedging with jumps and diffusion.Stochastic Processes and their Applica- tions, 125(12):4543–4555, 2015.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Robust superhedging with jumps and diffusion.Stochastic Processes and their Applica- tions, 125(12):4543–4555, 2015

Reference 55

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.836371Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 5fbeb84d-2601-4b29-bca9-b146f49a73ca · outbound

This paper cites Superhedging and dynamic risk measures under volatility uncertainty.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Superhedging and dynamic risk measures under volatility uncertainty

Reference 56

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.824474Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 5adfde4a-7825-4e68-97a0-540146ff49f2 · outbound

This paper cites Constructing sublinear expectations on path space.Stochastic Processes and their Applications, 123(8):3100–3121, 2013.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Constructing sublinear expectations on path space.Stochastic Processes and their Applications, 123(8):3100–3121, 2013

Reference 57

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.812416Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation bf9a31d2-7151-4b05-995a-e5384aff3376 · outbound

This paper cites Maximum principles for optimal control of forward-backward stochas- tic differential equations with jumps.SIAM Journal on Control and Optimization, 48(5):2945–2976, 2010.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Maximum principles for optimal control of forward-backward stochas- tic differential equations with jumps.SIAM Journal on Control and Optimization, 48(5):2945–2976, 2010

Reference 58

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.800451Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation f2e60785-50aa-48f8-9491-85cd1bba2edc · outbound

This paper cites Existence and uniqueness results for BSDE with jumps: the whole nine yards.Electron.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Existence and uniqueness results for BSDE with jumps: the whole nine yards.Electron

Reference 59

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.789089Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 56261fe2-228a-4554-b6e7-2cd12f141856 · outbound

This paper cites Adapted solution of a backward stochastic differential equation.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Adapted solution of a backward stochastic differential equation

Reference 60

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.778106Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation df00474a-83af-422f-b0cd-89bd27b06d71 · outbound

This paper cites Second-order BSDE under monotonicity condition and liquidation problem under uncertainty.Ann.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Second-order BSDE under monotonicity condition and liquidation problem under uncertainty.Ann

Reference 61

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.765140Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 0775a124-cd0e-46c8-b640-0893d881e21b · outbound

This paper cites Mind the jumps: when 2BSDEs meet semi-martingales.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Mind the jumps: when 2BSDEs meet semi-martingales

Reference 62

Resolution: verified exact; local_arxiv, observed 2026-08-15T19:55:48.567972Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation e6c72d35-3217-4cd5-aee9-12f392e0451d · outbound

This paper cites Weak approximation of second-order BSDEs.Ann.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Weak approximation of second-order BSDEs.Ann

Reference 63

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.753662Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 236563e5-8c7c-4374-9b9d-95eb099d832a · outbound

This paper cites Stochastic control for a class of nonlinear kernels and applications.The Annals of Probability, 46(1):551–603, 2018.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Stochastic control for a class of nonlinear kernels and applications.The Annals of Probability, 46(1):551–603, 2018

Reference 64

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.741400Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation c1f1b2c7-0c77-44bd-b8ed-e3782fdb2541 · outbound

This paper cites Zero-sum path-dependent stochastic differential games in weak formulation.The Annals of Applied Probability, 30(3):1415–1457, 2020.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Zero-sum path-dependent stochastic differential games in weak formulation.The Annals of Applied Probability, 30(3):1415–1457, 2020

Reference 65

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.727671Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 2a103e7d-32ab-4b16-81a3-f0033cce48f1 · outbound

This paper cites BSDEs with jumps, optimization and applications to dynamic risk measures.Stochastic Processes and their Applications, 123(8):3328–3357, 2013.

2BSDE with uncertain horizon and application to stochastic control in erratic environments BSDEs with jumps, optimization and applications to dynamic risk measures.Stochastic Processes and their Applications, 123(8):3328–3357, 2013

Reference 66

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.713383Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 3762fcf2-e8b2-4152-833f-eda15cda4711 · outbound

This paper cites On solutions of backward stochastic differential equations with jumps and applications.

2BSDE with uncertain horizon and application to stochastic control in erratic environments On solutions of backward stochastic differential equations with jumps and applications

Reference 67

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.698406Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation fa3da9a8-03a8-47a4-81ba-88fac76a0aff · outbound

This paper cites Pricing via utility maximization and entropy.Mathematical Finance, 10(2):259–276, 2000.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Pricing via utility maximization and entropy.Mathematical Finance, 10(2):259–276, 2000

Reference 68

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.682139Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 9445277f-539b-4118-9127-526377aff7d7 · outbound

This paper cites Wellposedness of second order backward SDEs.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Wellposedness of second order backward SDEs

Reference 69

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.667840Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation a3f0f65d-fd56-4b6e-9414-ec755e1b0a21 · outbound

This paper cites Stroock and S.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Stroock and S

Reference 70

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.650175Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 6049832c-ebd4-4573-94d8-3c34faf17908 · outbound

This paper cites Springer Science & Business Media, 2012.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Springer Science & Business Media, 2012

Reference 71

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.637250Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation aa499a34-d3f3-489b-a7e8-2809d2932706 · outbound

This paper cites Backward stochastic differential equations.Stochastic Controls: Hamiltonian Systems and HJB Equations, pages 345–400, 1999.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Backward stochastic differential equations.Stochastic Controls: Hamiltonian Systems and HJB Equations, pages 345–400, 1999

Reference 72

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.624694Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 5894ccde-6482-4924-9a12-7d1c1e35d780 · outbound

This paper cites Stochastic calculus under weak formulation.Backward Stochastic Differential Equa- tions: From Linear to Fully Nonlinear Theory, pages 205–244, 2017.

2BSDE with uncertain horizon and application to stochastic control in erratic environments Stochastic calculus under weak formulation.Backward Stochastic Differential Equa- tions: From Linear to Fully Nonlinear Theory, pages 205–244, 2017

Reference 73

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:55:48.612782Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Coverage vector

Reference resolution

Outbound references

Pith citing papers