Reflected BSDE’s with discontinuous barrier and time delayed generators (Q2786476): Difference between revisions

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+https://doi.org/10.1051/ps/2014021
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+W2059647617
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@@ Property / cites work @@
+Backward stochastic differential equations and integral-partial differential equations
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+Conjugate convex functions in optimal stochastic control
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+Backward stochastic differential equations with reflection and Dynkin games
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+Backward stochastic differential equations with time delayed generators -- results and counterexamples
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+On Malliavin's differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures
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+FBDEs with time delayed generators: \(L^{p}\)-solutions, differentiability, representation formulas and path regularity
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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 in Finance
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+Reflected BSDE's with discontinuous barrier and application
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+Mixed Zero-Sum Stochastic Differential Game and American Game Options
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+Backward equations, stochastic control and zero-sum stochastic differential games
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+Q4263364
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+Adapted solution of a backward stochastic differential equation
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+Q4029028
@@ Property / cites work: Q4029028 / rank @@
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+Reflected backward stochastic differential equations with time delayed generators
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