Reflected forward–backward stochastic differential equations and related PDEs (Q2821913): Difference between revisions

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+https://doi.org/10.1080/07362994.2016.1195747
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+W2490892539
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+Stochastic differential games with reflection and related obstacle problems for Isaacs equations
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+User’s guide to viscosity solutions of second order partial differential equations
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+L<sup>p</sup>-SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS
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+Solution of forward-backward stochastic differential equations
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+Reflected forward-backward stochastic differential equations with continuous monotone coefficients
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+Backward stochastic differential equations with continuous coefficient
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+A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations
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+Forward-backward stochastic differential equations and their applications
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+Reflected solutions of backward stochastic differential equations with continuous coefficient
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+Adapted solution of a backward stochastic differential equation
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+Forward-backward stochastic differential equations and quasilinear parabolic PDEs
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+Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
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+Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
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