Pages that link to "Item:Q4819445"
From MaRDI portal
The following pages link to Backward SDEs with two barriers and continuous coefficient: an existence result (Q4819445):
Displayed 16 items.
- BSDEs with monotone generator and two irregular reflecting barriers (Q390828) (← links)
- Doubly reflected BSDEs driven by a Lévy process (Q425969) (← links)
- Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty (Q452084) (← links)
- Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis (Q616310) (← 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)
- 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)
- Anticipated backward stochastic differential equations (Q2270604) (← links)
- Reflected backward SDEs with two barriers under monotonicity and general increasing conditions (Q2471119) (← links)
- Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient (Q2485475) (← links)
- Generalized BSDE with two reflecting barriers (Q5324871) (← links)
- Reflected backward stochastic differential equations with two RCLL barriers (Q5429586) (← links)
- Approximation Scheme for Solutions of BSDEs with Two Reflecting Barriers (Q5443465) (← links)
- Application of doubly reflected BSDEs to an impulse control problem (Q5746729) (← links)