Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1210.1407 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete-time approximation for continuously and discretely reflected BSDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete-time approximation of decoupled Forward-Backward SDE with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3656686 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pricing Asset Scheduling Flexibility using Optimal Switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: A discrete-time approximation for doubly reflected BSDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on existence and uniqueness for solutions of multidimensional reflected BSDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Finite Horizon Optimal Multiple Switching Problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reflected solutions of backward SDE's, and related obstacle problems for PDE's / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic representation and approximation for coupled systems of variational inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Starting and Stopping Problem: Application in Reversible Investments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Switching problem and related system of reflected backward SDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi-dimensional BSDE with oblique reflection and optimal switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4004325 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3995203 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Representations and regularities for solutions to BSDEs with reflections / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4842684 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapted solution of a backward stochastic differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Switching over Multiple Regimes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Valuation of power plants by utility indifference and numerical computation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A numerical scheme for BSDEs / rank
 
Normal rank

Latest revision as of 10:17, 5 July 2024

scientific article
Language Label Description Also known as
English
Discrete-time approximation of multidimensional BSDEs with oblique reflections
scientific article

    Statements

    Discrete-time approximation of multidimensional BSDEs with oblique reflections (English)
    0 references
    0 references
    0 references
    8 July 2012
    0 references
    bacjkward stochastic differential equations (BSDEs) with oblique reflections
    0 references
    discrete time approximation
    0 references
    switching problems
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references