The following pages link to (Q4357508):
Displaying 32 items.
- Solving the double barrier reflected BSDEs via penalization method (Q273699) (← links)
- Reflected generalized BSDEs with random time and applications (Q380746) (← links)
- Applications of an infinite horizon BSDE's to an impulse control problem (Q412589) (← links)
- A BSDE approach to stochastic differential games with incomplete information (Q424510) (← links)
- Reflected BSDE with a constraint and its applications in an incomplete market (Q637071) (← links)
- Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers (Q654139) (← links)
- Backward stochastic dynamics on a filtered probability space (Q717884) (← links)
- Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973) (← links)
- Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers (Q839520) (← links)
- BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game (Q841484) (← links)
- Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison (Q957529) (← links)
- A note on the doubly reflected backward stochastic differential equations driven by a Lévy process (Q962029) (← links)
- Reflected and doubly reflected backward stochastic differential equations with time-delayed generators (Q1721913) (← links)
- Reflected generalized backward doubly SDEs driven by Lévy processes and applications (Q1930524) (← links)
- \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions (Q2274207) (← links)
- Reflected backward SDEs with two barriers under monotonicity and general increasing conditions (Q2471119) (← links)
- A generalized existence theorem of reflected BSDEs with double obstacles (Q2482122) (← links)
- Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient (Q2485475) (← links)
- Reflected BSDEs with nonpositive jumps, and controller-and-stopper games (Q2512848) (← links)
- Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality (Q2515304) (← links)
- Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier (Q2575557) (← links)
- Some results on general quadratic reflected BSDEs driven by a continuous martingale (Q2637208) (← links)
- A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations (Q2642033) (← links)
- Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections (Q2664540) (← links)
- Backward SDEs with two barriers and continuous coefficient: an existence result (Q4819445) (← links)
- Reflected BSDEs with jumps and two <i>rcll</i> barriers under stochastic Lipschitz coefficient (Q5079193) (← links)
- Infinite horizon impulse control problem with jumps and continuous switching costs (Q5084316) (← links)
- Some Results on Reflected Forward-Backward Stochastic differential equations (Q5859044) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Doubly reflected BSDEs with stochastic quadratic growth: around the predictable obstacles (Q6171670) (← links)
- Reflections on BSDEs (Q6545184) (← links)
- Doubly reflected backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients (Q6633164) (← links)
