Optimal stopping for dynamic risk measures with jumps and obstacle problems (Q887103): Difference between revisions

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+.4600
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+Q4029028
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+Backward stochastic differential equations and integral-partial differential equations
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+Backward stochastic differential equations with jumps and related nonlinear expectations
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+BSDEs with jumps, optimization and applications to dynamic risk measures
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+Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Second-order elliptic integro-differential equations: viscosity solutions' theory revisited
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+Generalized Dynkin games and doubly reflected BSDEs with jumps
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+A Weak Dynamic Programming Principle for Combined Optimal Stopping/Stochastic Control with ${\cal E}^{f}$-expectations
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