Application of doubly reflected BSDEs to an impulse control problem (Q5746729): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/02331934.2013.855209
+Normal rank
@@ Property / OpenAlex ID @@
+W2050707226
@@ Property / OpenAlex ID: W2050707226 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3953613
@@ Property / cites work: Q3953613 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Starting and Stopping Problem: Application in Reversible Investments
+Normal rank
@@ Property / cites work @@
+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Discrete-time approximation for continuously and discretely reflected BSDEs
+Normal rank
@@ Property / cites work @@
+Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and applications to optimal control
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with reflection and Dynkin games
+Normal rank
@@ Property / cites work @@
+OPTIMAL MULTI-MODES SWITCHING PROBLEM IN INFINITE HORIZON
+Normal rank
@@ Property / cites work @@
+Some New BSDE Results for an Infinite-Horizon Stochastic Control Problem
+Normal rank
@@ Property / cites work @@
+Q3925594
@@ Property / cites work: Q3925594 / rank @@
+Normal rank
@@ Property / cites work @@
+\(L^p\) solutions of backward stochastic differential equations.
+Normal rank
@@ Property / cites work @@
+Backwards SDE with random terminal time and applications to semilinear elliptic PDE
+Normal rank
@@ Property / cites work @@
+Generalized BSDEs and nonlinear Neumann boundary value problems
+Normal rank
@@ Property / cites work @@
+Backward SDEs with two barriers and continuous coefficient: an existence result
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5746729