Reflected BSDEs with random default time and related mixed optimal stopping-control problems (Q1945980): Difference between revisions

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-Xiao-Ming Xu
@@ Property / author: Xiao-Ming Xu / rank @@
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+Xiao-Ming Xu
@@ Property / author: Xiao-Ming Xu / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1007/s10255-013-0202-x
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+W2012866976
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@@ Property / cites work @@
+Existence of Optimal Stochastic Control Laws
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+Q3158097
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+Reflected BSDEs and mixed game problem
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+Q2772020
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+Reflected backward stochastic differential equation with jumps and random obstacle
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+Q4936390
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+Random times and enlargements of filtrations in a Brownian setting.
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+Adapted solution of a backward stochastic differential equation
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+BSDEs with random default time and related zero-sum stochastic differential games
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+Stochastic differential equations for multi-dimensional domain with reflecting boundary
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@@ links / mardi / name / links / mardi / name @@
+Publication:1945980