Reflected BSDE driven by a Lévy process (Q842401): Difference between revisions

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+https://doi.org/10.1007/s10959-009-0229-3
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+W2001421475
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+BSDE associated with Lévy processes and application to PDIE
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+Backward stochastic differential equations and integral-partial differential equations
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+Financial Modelling with Jump Processes
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+Backward stochastic differential equations with reflection and Dynkin games
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+Q5658888
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+BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations.
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+Q4344073
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Q4356589
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+Backward Stochastic Differential Equations in Finance
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+Reflected backward stochastic differential equation with jumps and RCLL obstacle
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+Reflected BSDE's with discontinuous barrier and application
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+Zero-sum stochastic differential games and backward equations
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+Reflected BSDEs and mixed game problem
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+Reflected backward stochastic differential equation with jumps and random obstacle
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+Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier
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+Chaotic and predictable representations for Lévy processes.
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+Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance
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+Adapted solution of a backward stochastic differential equation
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+Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
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+The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles
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+Backward stochastic differential equations with jumps and related nonlinear expectations
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