Multi-dimensional BSDEs with mean reflection (Q6137382): Difference between revisions

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-.1214/23-ejp991
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+W4385671158
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+Switching problems with controlled randomisation and associated obliquely reflected BSDEs
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+BSDEs with weak terminal condition
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+Shy couplings, \(\mathrm{CAT}(0)\) spaces, and the lion and man
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+Forward and backward stochastic differential equations with normal constraints in law
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+Particles systems and numerical schemes for mean reflected stochastic differential equations
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+BSDEs with mean reflection
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+Mean reflected stochastic differential equations with jumps
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+Pricing of American Contingent Claims with Jump Stock Price and Constrained Portfolios
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+Mean-field backward stochastic differential equations and related partial differential equations
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+Probabilistic Theory of Mean Field Games with Applications I
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+Pricing Asset Scheduling Flexibility using Optimal Switching
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+A note on existence and uniqueness for solutions of multidimensional reflected BSDEs
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+Discrete-time approximation of multidimensional BSDEs with oblique reflections
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+Reflected BSDEs in non-convex domains
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+Obliquely reflected backward stochastic differential equations
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+Backward stochastic differential equations with reflection and Dynkin games
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+Backward stochastic differential equations with constraints on the gains-process
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+Mean-field reflected backward stochastic differential equations
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+SDEs with oblique reflection on nonsmooth domains
@@ Property / cites work: SDEs with oblique reflection on nonsmooth domains / rank @@
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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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+Control-Stopping Games for Market Microstructure and Beyond
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+Equations différentielles stochastiques rétrogrades réfléchies dans un convexe
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+Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case
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+Mixed Zero-Sum Stochastic Differential Game and American Game Options
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+BSDEs with two reflecting barriers: the general result
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+Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis
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+On the Starting and Stopping Problem: Application in Reversible Investments
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+Switching problem and related system of reflected backward SDEs
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+Quadratic BSDEs with mean reflection
@@ Property / cites work: Quadratic BSDEs with mean reflection / rank @@
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+Quadratic mean-field reflected BSDEs
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+Multi-dimensional BSDE with oblique reflection and optimal switching
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+Reflected BSDEs in time-dependent convex regions
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+Stochastic differential equations with reflecting boundary conditions
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+Reflected BSDEs with time-delayed generators and nonlinear resistance
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+Q3954601
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+Reflected BSDE with a constraint and its applications in an incomplete market
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+Stochastic differential equations for multi-dimensional domain with reflecting boundary
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+Backward Stochastic Differential Equations
@@ Property / cites work: Backward Stochastic Differential Equations / rank @@
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+.1214/23-EJP991
@@ Property / DOI: 10.1214/23-EJP991 / rank @@
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