Nonlinear BSDEs with two optional Doob's class barriers satisfying weak Mokobodzki's condition and extended Dynkin games (Q6058510): Difference between revisions

Latest revision as of 10:58, 3 August 2024

scientific article; zbMATH DE number 7758727

Language	Label	Description	Also known as
English	Nonlinear BSDEs with two optional Doob's class barriers satisfying weak Mokobodzki's condition and extended Dynkin games	scientific article; zbMATH DE number 7758727

Statements

instance of

scholarly article

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title

Nonlinear BSDEs with two optional Doob's class barriers satisfying weak Mokobodzki's condition and extended Dynkin games (English)

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zbMATH Open document ID

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10.1007/s00245-023-10053-x

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Applied Mathematics and Optimization

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publication date

1 November 2023

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full work available at URL

https://arxiv.org/abs/2205.06222

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Mathematics Subject Classification ID

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reflected backward stochastic differential equations

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optional barriers

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Dynkin games

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nonlinear expectation

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MaRDI profile type

MaRDI publication profile

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OpenAlex ID

W4386891223

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cites work

Reflected BSDEs when the obstacle is not right-continuous in a general filtration

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Reflected BSDEs with optional barrier in a general filtration

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Doubly reflected BSDEs with integrable parameters and related Dynkin games

0 references

\(L^p\) solutions of backward stochastic differential equations.

0 references

Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers

0 references

Financial modeling. A backward stochastic differential equations perspective

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Backward stochastic differential equations with reflection and Dynkin games

0 references

Q3957682

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Q3957683

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Generalized Dynkin games and doubly reflected BSDEs with jumps

0 references

Game Options in an Imperfect Market with Default

0 references

Mixed generalized Dynkin game and stochastic control in a Markovian framework

0 references

Lp-Solutions for Doubly Reflected Backward Stochastic Differential Equations

0 references

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

0 references

Q3324755

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Reflected BSDEs when the obstacle is not right-continuous and optimal stopping

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Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case

0 references

Optimal stopping with \(f\)-expectations: the irregular case

0 references

Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs

0 references

BSDEs with two reflecting barriers: the general result

0 references

BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game

0 references

Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis

0 references

Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator

0 references

Existence and uniqueness for \(\mathbb{D}\)-solutions of reflected BSDEs with two barriers without Mokobodzki's condition

0 references

BSDEs with monotone generator and two irregular reflecting barriers

0 references

Cauchy problem for semilinear parabolic equation with time-dependent obstacles: a BSDEs approach

0 references

Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games

0 references

Reflected BSDEs with two optional barriers and monotone coefficient on general filtered space

0 references

Reflected BSDEs with regulated trajectories

0 references

Reflected backward stochastic differential equations with two optional barriers

0 references

A note on optional Snell envelopes and reflected backward SDEs

0 references

BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient

0 references

Q4989417

0 references

Adapted solution of a backward stochastic differential equation

0 references

Stochastic differential equations, backward SDEs, partial differential equations

0 references

Q4357507

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Reflected BSDEs with general filtration and two completely separated barriers

0 references

Backward Stochastic Differential Equations

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6058510

@@ Property / cites work @@
+Reflected BSDEs when the obstacle is not right-continuous in a general filtration
+Normal rank
@@ Property / cites work @@
+Reflected BSDEs with optional barrier in a general filtration
+Normal rank
@@ Property / cites work @@
+Doubly reflected BSDEs with integrable parameters and related Dynkin games
+Normal rank
@@ Property / cites work @@
+\(L^p\) solutions of backward stochastic differential equations.
+Normal rank
@@ Property / cites work @@
+Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers
+Normal rank
@@ Property / cites work @@
+Financial modeling. A backward stochastic differential equations perspective
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with reflection and Dynkin games
+Normal rank
@@ Property / cites work @@
+Q3957682
@@ Property / cites work: Q3957682 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3957683
@@ Property / cites work: Q3957683 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized Dynkin games and doubly reflected BSDEs with jumps
+Normal rank
@@ Property / cites work @@
+Game Options in an Imperfect Market with Default
@@ Property / cites work: Game Options in an Imperfect Market with Default / rank @@
+Normal rank
@@ Property / cites work @@
+Mixed generalized Dynkin game and stochastic control in a Markovian framework
+Normal rank
@@ Property / cites work @@
+<i>L</i><sup><i>p</i></sup>-Solutions for Doubly Reflected Backward Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
+Normal rank
@@ Property / cites work @@
+Q3324755
@@ Property / cites work: Q3324755 / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected BSDEs when the obstacle is not right-continuous and optimal stopping
+Normal rank
@@ Property / cites work @@
+Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case
+Normal rank
@@ Property / cites work @@
+Optimal stopping with \(f\)-expectations: the irregular case
+Normal rank
@@ Property / cites work @@
+Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs
+Normal rank
@@ Property / cites work @@
+BSDEs with two reflecting barriers: the general result
+Normal rank
@@ Property / cites work @@
+BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game
+Normal rank
@@ Property / cites work @@
+Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness for \(\mathbb{D}\)-solutions of reflected BSDEs with two barriers without Mokobodzki's condition
+Normal rank
@@ Property / cites work @@
+BSDEs with monotone generator and two irregular reflecting barriers
+Normal rank
@@ Property / cites work @@
+Cauchy problem for semilinear parabolic equation with time-dependent obstacles: a BSDEs approach
+Normal rank
@@ Property / cites work @@
+Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games
+Normal rank
@@ Property / cites work @@
+Reflected BSDEs with two optional barriers and monotone coefficient on general filtered space
+Normal rank
@@ Property / cites work @@
+Reflected BSDEs with regulated trajectories
@@ Property / cites work: Reflected BSDEs with regulated trajectories / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected backward stochastic differential equations with two optional barriers
+Normal rank
@@ Property / cites work @@
+A note on optional Snell envelopes and reflected backward SDEs
+Normal rank
@@ Property / cites work @@
+BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient
+Normal rank
@@ Property / cites work @@
+Q4989417
@@ Property / cites work: Q4989417 / rank @@
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations, backward SDEs, partial differential equations
+Normal rank
@@ Property / cites work @@
+Q4357507
@@ Property / cites work: Q4357507 / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected BSDEs with general filtration and two completely separated barriers
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations
@@ Property / cites work: Backward Stochastic Differential Equations / rank @@
+Normal rank