Infinite Horizon Reflected Backward SDEs with Jumps and RCLL Obstacle (Q3423715): Difference between revisions

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+Adapted solution of a backward stochastic differential equation
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+Q4029028
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+Normal rank
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+Backward stochastic differential equations and integral-partial differential equations
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+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Backward stochastic differential equations with reflection and Dynkin games
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+Un schéma multipas d'approximation de l'équation de Langevin. (A multistep approximation method for the Langevin equation)
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+Existence and uniqueness for BSDE with stopping time
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+Reflected BSDEs and mixed game problem
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+Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier
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+On solutions of backward stochastic differential equations with jumps and applications
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