Reflected and doubly reflected BSDEs driven by RCLL martingales (Q5038443): Difference between revisions

@@ Property / arXiv ID @@
+.08917
@@ Property / arXiv ID: 2103.08917 / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected BSDEs when the obstacle is not right-continuous in a general filtration
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and integral-partial differential equations
+Normal rank
@@ Property / cites work @@
+Quadratic reflected BSDEs with unbounded obstacles
+Normal rank
@@ Property / cites work @@
+Doubly reflected BSDEs with integrable parameters and related Dynkin games
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations Driven By Càdlàg Martingales
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus and Applications
@@ Property / cites work: Stochastic Calculus and Applications / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with reflection and Dynkin games
+Normal rank
@@ Property / cites work @@
+Q3324742
@@ Property / cites work: Q3324742 / rank @@
+Normal rank
@@ Property / cites work @@
+BSDEs with default jump
@@ Property / cites work: BSDEs with default jump / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized Dynkin games and doubly reflected BSDEs with jumps
+Normal rank
@@ Property / cites work @@
+Game Options in an Imperfect Market with Default
@@ Property / cites work: Game Options in an Imperfect Market with Default / rank @@
+Normal rank
@@ Property / cites work @@
+American options in an imperfect complete market with default
+Normal rank
@@ Property / cites work @@
+Q3925594
@@ Property / cites work: Q3925594 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4357500
@@ Property / cites work: Q4357500 / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
+Normal rank
@@ Property / cites work @@
+Q4356589
@@ Property / cites work: Q4356589 / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected backward stochastic differential equation with jumps and RCLL obstacle
+Normal rank
@@ Property / cites work @@
+Generalized BSDE with 2-reflecting barriers and stochastic quadratic growth
+Normal rank
@@ Property / cites work @@
+Reflected BSDEs when the obstacle is not right-continuous and optimal stopping
+Normal rank
@@ Property / cites work @@
+Optimal stopping with \(f\)-expectations: the irregular case
+Normal rank
@@ Property / cites work @@
+Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs
+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 @@
+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
+Normal rank
@@ Property / cites work @@
+Q4274285
@@ Property / cites work: Q4274285 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynkin's games and Israeli options
@@ Property / cites work: Dynkin's games and Israeli options / rank @@
+Normal rank
@@ Property / cites work @@
+American options in nonlinear markets
@@ Property / cites work: American options in nonlinear markets / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected BSDEs with monotone generator
@@ Property / cites work: Reflected BSDEs with monotone generator / rank @@
+Normal rank
@@ 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 with regulated trajectories
@@ Property / cites work: Reflected BSDEs with regulated trajectories / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal stopping time problem in a general framework
+Normal rank
@@ Property / cites work @@
+Dynkin games in a general framework
@@ Property / cites work: Dynkin games in a general framework / rank @@
+Normal rank
@@ Property / cites work @@
+Q4936390
@@ Property / cites work: Q4936390 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward SDEs with two barriers and continuous coefficient: an existence result
+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 @@
+Q4153409
@@ Property / cites work: Q4153409 / rank @@
+Normal rank
@@ Property / cites work @@
+BSDEs Driven by Multidimensional Martingales and Their Applications to Markets with Funding Costs
+Normal rank
@@ Property / cites work @@
+Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness results for BSDE with jumps: the whole nine yards
+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 random default time and related zero-sum stochastic differential games
+Normal rank
@@ Property / cites work @@
+Q4435813
@@ Property / cites work: Q4435813 / rank @@
+Normal rank
@@ Property / cites work @@
+BSDEs with jumps, optimization and applications to dynamic risk measures
+Normal rank
@@ Property / cites work @@
+Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with jumps and related nonlinear expectations
+Normal rank
@@ Property / cites work @@
+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
+Normal rank
@@ Property / OpenAlex ID @@
+W4200585931
@@ Property / OpenAlex ID: W4200585931 / rank @@
+Normal rank