Stochastic Control Representations for Penalized Backward Stochastic Differential Equations (Q5254887): Difference between revisions

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+.0480
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+Quadratic reflected BSDEs with unbounded obstacles
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+Discrete-time approximation for continuously and discretely reflected BSDEs
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+A note on existence and uniqueness for solutions of multidimensional reflected BSDEs
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+Backward stochastic differential equations with constraints on the gains-process
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+Intensity-based framework and penalty formulation of optimal stopping problems
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+Optimal stopping with random intervention times
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Backward Stochastic Differential Equations in Finance
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+On randomized stopping
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+On the Starting and Stopping Problem: Application in Reversible Investments
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+Switching problem and related system of reflected backward SDEs
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+Multi-dimensional BSDE with oblique reflection and optimal switching
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+Optimal stopping with information constraint
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+Explicit Solution to an Optimal Switching Problem in the Two‐Regime Case
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+Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier
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+Reflected backward stochastic differential equations with two RCLL barriers
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+Funding liquidity, debt tenor structure, and creditor's belief: an exogenous dynamic debt run model
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+Optimal switching at Poisson random intervention times
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+Representations and regularities for solutions to BSDEs with reflections
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+Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
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+The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles
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+Reflected BSDE with a constraint and its applications in an incomplete market
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+Hybrid switching diffusions. Properties and applications
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