Stochastic quadratic BSDE with two RCLL obstacles (Q2342390): Difference between revisions

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+.5373
@@ Property / arXiv ID: 1103.5373 / rank @@
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+Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient
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@@ Property / cites work @@
+Backward stochastic differential equations with reflection and Dynkin games
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@@ Property / cites work @@
+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
+Normal rank
@@ Property / cites work @@
+General existence results for reflected BSDE and BSDE
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@@ Property / cites work @@
+Generalized BSDE with 2-reflecting barriers and stochastic quadratic growth
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+Reflected BSDE's with discontinuous barrier and application
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@@ Property / cites work @@
+BSDEs with two reflecting barriers: the general result
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@@ Property / cites work @@
+Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis
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@@ Property / cites work @@
+Backward stochastic differential equations and partial differential equations with quadratic growth.
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@@ Property / cites work @@
+Q4787899
@@ Property / cites work: Q4787899 / rank @@
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@@ Property / cites work @@
+Backward stochastic differential equations with continuous coefficient
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@@ Property / cites work @@
+Backward SDEs with two barriers and continuous coefficient: an existence result
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@@ Property / cites work @@
+Reflected backward stochastic differential equations with two RCLL barriers
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