Reflected BSDEs with nonpositive jumps, and controller-and-stopper games (Q2512848): Difference between revisions

@@ Property / OpenAlex ID @@
+W2018676027
@@ Property / OpenAlex ID: W2018676027 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.5511
@@ Property / arXiv ID: 1308.5511 / rank @@
+Normal rank
@@ Property / cites work @@
+Viscosity solutions of Hamilton-Jacobi equations
@@ Property / cites work: Viscosity solutions of Hamilton-Jacobi equations / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and integral-partial differential equations
+Normal rank
@@ Property / cites work @@
+On the Multidimensional Controller-and-Stopper Games
+Normal rank
@@ Property / cites work @@
+A stochastic target formulation for optimal switching problems in finite horizon
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with reflection and Dynkin games
+Normal rank
@@ Property / cites work @@
+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
+Normal rank
@@ Property / cites work @@
+Reflected backward stochastic differential equation with jumps and RCLL obstacle
+Normal rank
@@ Property / cites work @@
+Reflected BSDE's with discontinuous barrier and application
+Normal rank
@@ Property / cites work @@
+Reflected BSDEs and mixed game problem
@@ Property / cites work: Reflected BSDEs and mixed game problem / rank @@
+Normal rank
@@ Property / cites work @@
+Q4357508
@@ Property / cites work: Q4357508 / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected Backward SDEs with General Jumps
@@ Property / cites work: Reflected Backward SDEs with General Jumps / rank @@
+Normal rank
@@ Property / cites work @@
+The controller-and-stopper game for a linear diffusion.
+Normal rank
@@ Property / cites work @@
+Martingale approach to stochastic differential games of control and stopping
+Normal rank
@@ Property / cites work @@
+A numerical algorithm for fully nonlinear HJB equations: an approach by control randomization
+Normal rank
@@ Property / cites work @@
+Backward SDEs with constrained jumps and quasi-variational inequalities
+Normal rank
@@ Property / cites work @@
+Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier
+Normal rank
@@ Property / cites work @@
+Second-order BSDEs with general reflection and game options under uncertainty
+Normal rank
@@ Property / cites work @@
+Second order reflected backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Optimal stopping under adverse nonlinear expectation and related games
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Q4029028
@@ Property / cites work: Q4029028 / rank @@
+Normal rank
@@ Property / cites work @@
+The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles
+Normal rank
@@ Property / cites work @@
+BSDEs with jumps, optimization and applications to dynamic risk measures
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with jumps and related nonlinear expectations
+Normal rank
@@ Property / cites work @@
+Wellposedness of second order backward SDEs
@@ Property / cites work: Wellposedness of second order backward SDEs / rank @@
+Normal rank
@@ Property / cites work @@
+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
+Normal rank