Probabilistic representation and approximation for coupled systems of variational inequalities (Q988112): Difference between revisions

@@ Property / DOI @@
-.1016/j.spl.2010.05.003
@@ Property / DOI: 10.1016/j.spl.2010.05.003 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2138398829
@@ Property / OpenAlex ID: W2138398829 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.0998
@@ Property / arXiv ID: 0909.0998 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and integral-partial differential equations
+Normal rank
@@ Property / cites work @@
+A stochastic target formulation for optimal switching problems in finite horizon
+Normal rank
@@ Property / cites work @@
+Discrete-time approximation of decoupled Forward-Backward SDE with jumps
+Normal rank
@@ Property / cites work @@
+Q3915688
@@ Property / cites work: Q3915688 / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
+Normal rank
@@ Property / cites work @@
+Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Equations différentielles stochastiques rétrogrades réfléchies dans un convexe
+Normal rank
@@ Property / cites work @@
+Switching problem and related system of reflected backward SDEs
+Normal rank
@@ Property / cites work @@
+Multi-dimensional BSDE with oblique reflection and optimal switching
+Normal rank
@@ Property / cites work @@
+Backward SDEs with constrained jumps and quasi-variational inequalities
+Normal rank
@@ Property / cites work @@
+Q4029028
@@ Property / cites work: Q4029028 / rank @@
+Normal rank
@@ Property / cites work @@
+Probabilistic interpretation of a system of semilinear parabolic partial differential equations
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with jumps and related nonlinear expectations
+Normal rank
@@ Property / DOI @@
+.1016/J.SPL.2010.05.003
@@ Property / DOI: 10.1016/J.SPL.2010.05.003 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:988112