REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS (Q5851002): Difference between revisions

@@ Property / cites work @@
+Reflected backward stochastic differential equations with jumps
+Normal rank
@@ Property / cites work @@
+Q4379369
@@ Property / cites work: Q4379369 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance
+Normal rank
@@ Property / cites work @@
+Chaotic and predictable representations for Lévy processes.
+Normal rank
@@ Property / cites work @@
+Reflected solutions of backward stochastic differential equations with continuous coefficient
+Normal rank
@@ Property / cites work @@
+Reflected BSDE's with discontinuous barrier and application
+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 @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Backward equations, stochastic control and zero-sum stochastic differential games
+Normal rank
@@ Property / cites work @@
+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
+Normal rank
@@ Property / cites work @@
+Zero-sum stochastic differential games and backward equations
+Normal rank
@@ Property / cites work @@
+BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations.
+Normal rank
@@ Property / cites work @@
+Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient
+Normal rank
@@ Property / cites work @@
+Reflected backward stochastic differential equation with jumps and locally Lipschitz coefficient
+Normal rank
@@ Property / cites work @@
+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations for multi-dimensional domain with reflecting boundary
+Normal rank
@@ Property / cites work @@
+Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition
+Normal rank
@@ Property / cites work @@
+Reflected backward stochastic differential equations driven by Lévy processes
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with subdifferential operator and related variational inequalities
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations with Jumps involving a subdifferential operator
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1017/s1446181109000303
+Normal rank
@@ Property / OpenAlex ID @@
+W2166898165
@@ Property / OpenAlex ID: W2166898165 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5851002