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

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