On Z-mean reflected BSDEs (Q6201862): Difference between revisions

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+Mean-field backward stochastic differential equations and applications
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+Hedging of contingent claims and maximum price
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+Backward-forward stochastic differential equations
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+Regularity of BSDEs with a convex constraint on the gains-process
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+BSDEs with mean reflection
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+Normal rank
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+Forward and backward stochastic differential equations with normal constraints in law
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+Hedging contingent claims for a large investor in an incomplete market
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+Mean-field backward stochastic differential equations and related partial differential equations
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+Mean-field doubly reflected backward stochastic differential equations
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+Hedging contingent claims with constrained portfolios
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+Backward stochastic differential equations with constraints on the gains-process
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+Mean-field reflected backward stochastic differential equations
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+Backward Stochastic Differential Equations in Finance
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+Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+General existence results for reflected BSDE and BSDE
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+Q3974816
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+Backward equations, stochastic control and zero-sum stochastic differential games
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+Results on Numerics for FBSDE with Drivers of Quadratic Growth
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+A Martingale Representation Result and an Application to Incomplete Financial Markets
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+Backward stochastic differential equations and partial differential equations with quadratic growth.
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+On the Malliavin differentiability of BSDEs
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+Absolute continuity of the laws of a multi-dimensional stochastic differential equation with coefficients dependent on the maximum
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+The Malliavin Calculus and Related Topics
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+Adapted solution of a backward stochastic differential equation
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+Q4029028
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+Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
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+Reflected BSDE with a constraint and its applications in an incomplete market
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+Constrained BSDEs, viscosity solutions of variational inequalities and their applications
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