Reflected generalized discontinuous BSDEs with rcll barrier and an obstacle problem of IPDE with nonlinear Neumann boundary conditions (Q6157630): Difference between revisions

Latest revision as of 10:39, 1 August 2024

scientific article; zbMATH DE number 7700001

Language	Label	Description	Also known as
English	Reflected generalized discontinuous BSDEs with rcll barrier and an obstacle problem of IPDE with nonlinear Neumann boundary conditions	scientific article; zbMATH DE number 7700001

Statements

instance of

scholarly article

0 references

title

Reflected generalized discontinuous BSDEs with rcll barrier and an obstacle problem of IPDE with nonlinear Neumann boundary conditions (English)

0 references

0 references

0 references

Modern Stochastics. Theory and Applications

0 references

publication date

22 June 2023

0 references

zbMATH Keywords

generalized BSDE with jumps

0 references

reflected BSDE

0 references

rcll barrier

0 references

viscosity solution

0 references

integral-partial differential equations

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.15559/22-vmsta218

0 references

cites work

Backward stochastic differential equations and integral-partial differential equations

0 references

Backwards SDE with random terminal time and applications to semilinear elliptic PDE

0 references

Q3915688

0 references

Backward stochastic differential equations with jumps and their actuarial and financial applications. BSDEs with jumps

0 references

Backward Stochastic Differential Equations in Finance

0 references

Reflected solutions of backward SDE's, and related obstacle problems for PDE's

0 references

Generalized BSDE driven by a Lévy process

0 references

Reflected BSDE driven by a Lévy process

0 references

Reflected backward stochastic differential equation with jumps and RCLL obstacle

0 references

Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group

0 references

Reflected backward stochastic differential equation with jumps and random obstacle

0 references

Reflected Backward SDEs with General Jumps

0 references

Zero-sum stochastic differential games and backward equations

0 references

Penalization methods for reflecting stochastic differential equations with jumps

0 references

Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier

0 references

Applied stochastic control of jump diffusions

0 references

Q4357511

0 references

Adapted solution of a backward stochastic differential equation

0 references

Q4029028

0 references

Forward-backward stochastic differential equations and quasilinear parabolic PDEs

0 references

Generalized BSDEs and nonlinear Neumann boundary value problems

0 references

Probabilistic interpretation for systems of quasilinear parabolic partial differential equations

0 references

Q4435813

0 references

Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition

0 references

Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition

0 references

On solutions of backward stochastic differential equations with jumps and applications

0 references

Backward stochastic differential equations with jumps and related nonlinear expectations

0 references

Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps

0 references

Identifiers

DOI

10.15559/22-vmsta218

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6157630

@@ Property / full work available at URL @@
+https://doi.org/10.15559/22-vmsta218
+Normal rank
@@ Property / OpenAlex ID @@
+W4313296324
@@ Property / OpenAlex ID: W4313296324 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and integral-partial differential equations
+Normal rank
@@ Property / cites work @@
+Backwards SDE with random terminal time and applications to semilinear elliptic PDE
+Normal rank
@@ Property / cites work @@
+Q3915688
@@ Property / cites work: Q3915688 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with jumps and their actuarial and financial applications. BSDEs with jumps
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
+Normal rank
@@ Property / cites work @@
+Generalized BSDE driven by a Lévy process
@@ Property / cites work: Generalized BSDE driven by a Lévy process / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected BSDE driven by a Lévy process
@@ Property / cites work: Reflected BSDE driven by a Lévy process / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected backward stochastic differential equation with jumps and RCLL obstacle
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group
+Normal rank
@@ Property / cites work @@
+Reflected backward stochastic differential equation with jumps and random obstacle
+Normal rank
@@ Property / cites work @@
+Reflected Backward SDEs with General Jumps
@@ Property / cites work: Reflected Backward SDEs with General Jumps / rank @@
+Normal rank
@@ Property / cites work @@
+Zero-sum stochastic differential games and backward equations
+Normal rank
@@ Property / cites work @@
+Penalization methods for reflecting stochastic differential equations with jumps
+Normal rank
@@ Property / cites work @@
+Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier
+Normal rank
@@ Property / cites work @@
+Applied stochastic control of jump diffusions
@@ Property / cites work: Applied stochastic control of jump diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Q4357511
@@ Property / cites work: Q4357511 / 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 @@
+Forward-backward stochastic differential equations and quasilinear parabolic PDEs
+Normal rank
@@ Property / cites work @@
+Generalized BSDEs and nonlinear Neumann boundary value problems
+Normal rank
@@ Property / cites work @@
+Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
+Normal rank
@@ Property / cites work @@
+Q4435813
@@ Property / cites work: Q4435813 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition
+Normal rank
@@ Property / cites work @@
+Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition
+Normal rank
@@ Property / cites work @@
+On solutions of backward stochastic differential equations with jumps and applications
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with jumps and related nonlinear expectations
+Normal rank
@@ Property / cites work @@
+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:6157630