Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles (Q898999): Difference between revisions

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+.02888
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+Adapted solution of a backward stochastic differential equation
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+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Backward stochastic differential equations with reflection and Dynkin games
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+Reflected backward stochastic differential equation with jumps and random obstacle
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+Reflected backward stochastic differential equation with jumps and RCLL obstacle
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+Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison
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+Generalized Dynkin games and doubly reflected BSDEs with jumps
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+BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game
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+BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game
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+Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps
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+Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers
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+Convergence of solutions of discrete reflected backward SDE's and simulations
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+Numerical algorithms for backward stochastic differential equations with 1-d brownian motion: Convergence and simulations
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+A discrete-time approximation for doubly reflected BSDEs
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+Discrete-time approximation of decoupled Forward-Backward SDE with jumps
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+Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles
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+BSDEs with jumps, optimization and applications to dynamic risk measures
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+Q4778955
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+Backward SDEs with two barriers and continuous coefficient: an existence result
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