Reflected BSDEs with jumps in time-dependent convex càdlàg domains (Q2229552): Difference between revisions

@@ Property / author @@
-M'hamed Eddahbi
@@ Property / author: M'hamed Eddahbi / rank @@
-Normal rank
@@ Property / author @@
-Youssef Ouknine
@@ Property / author: Youssef Ouknine / rank @@
-Normal rank
@@ Property / author @@
+M'hamed Eddahbi
@@ Property / author: M'hamed Eddahbi / rank @@
+Normal rank
@@ Property / author @@
+Youssef Ouknine
@@ Property / author: Youssef Ouknine / rank @@
+Normal rank
@@ 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/10.1016/j.spa.2020.06.001
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@@ Property / OpenAlex ID @@
+W3033758782
@@ Property / OpenAlex ID: W3033758782 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections
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+Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time
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+Backward stochastic differential equations with reflection and Dynkin games
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+A Finite Horizon Optimal Multiple Switching Problem
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+Viscosity solutions for a system of PDEs and optimal switching
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+The finite horizon optimal multi-modes switching problem: the viscosity solution approach
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Q4356589
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+Normal rank
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+Reflected backward stochastic differential equation with jumps and RCLL obstacle
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+Generalized BSDE with 2-reflecting barriers and stochastic quadratic growth
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+\(\mathbb{L}^2\)-solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method
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@@ Property / cites work @@
+Reflected backward stochastic differential equations with jumps in time-dependent random convex domains
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@@ Property / cites work @@
+Equations différentielles stochastiques rétrogrades réfléchies dans un convexe
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@@ Property / cites work @@
+Reflected BSDE's with discontinuous barrier and application
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@@ Property / cites work @@
+BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game
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@@ Property / cites work @@
+Reflected backward stochastic differential equation with jumps and random obstacle
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@@ Property / cites work @@
+Reflected Backward SDEs with General Jumps
@@ Property / cites work: Reflected Backward SDEs with General Jumps / rank @@
+Normal rank
@@ Property / cites work @@
+BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game
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@@ Property / cites work @@
+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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+Reflected BSDEs and the obstacle problem for semilinear PDEs in divergence form
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+BSDEs with monotone generator and two irregular reflecting barriers
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@@ Property / cites work @@
+Reflected BSDEs on filtered probability spaces
@@ Property / cites work: Reflected BSDEs on filtered probability spaces / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected BSDEs in time-dependent convex regions
@@ Property / cites work: Reflected BSDEs in time-dependent convex regions / rank @@
+Normal rank
@@ Property / cites work @@
+BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration
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@@ Property / cites work @@
+Q3954601
@@ Property / cites work: Q3954601 / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected BSDE of Wiener-Poisson type in time-dependent domains
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@@ Property / cites work @@
+Reflected backward stochastic differential equations with jumps
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@@ Property / cites work @@
+Reflected backward stochastic differential equations in an orthant
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