Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900): Difference between revisions

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+.1407
@@ Property / arXiv ID: 1210.1407 / rank @@
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+Discrete-time approximation for continuously and discretely reflected BSDEs
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+Discrete-time approximation of decoupled Forward-Backward SDE with jumps
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+Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
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+A discrete-time approximation for doubly reflected BSDEs
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+Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections
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+Multi-dimensional BSDE with oblique reflection and optimal switching
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+Representations and regularities for solutions to BSDEs with reflections
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