Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900): Difference between revisions

@@ Property / author @@
-Jean-François Chassagneux
@@ Property / author: Jean-François Chassagneux / rank @@
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@@ Property / author @@
+Jean-François Chassagneux
@@ Property / author: Jean-François Chassagneux / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C99
@@ Property / Mathematics Subject Classification ID: 65C99 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H30
@@ Property / Mathematics Subject Classification ID: 60H30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C55
@@ Property / Mathematics Subject Classification ID: 93C55 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6053736
@@ Property / zbMATH DE Number: 6053736 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+bacjkward stochastic differential equations (BSDEs) with oblique reflections
+Normal rank
@@ Property / zbMATH Keywords @@
+discrete time approximation
@@ Property / zbMATH Keywords: discrete time approximation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+switching problems
@@ Property / zbMATH Keywords: switching problems / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / arXiv ID @@
+.1407
@@ Property / arXiv ID: 1210.1407 / rank @@
+Normal rank
@@ Property / cites work @@
+Discrete-time approximation for continuously and discretely reflected BSDEs
+Normal rank
@@ Property / cites work @@
+Discrete-time approximation of decoupled Forward-Backward SDE with jumps
+Normal rank
@@ Property / cites work @@
+Q3656686
@@ Property / cites work: Q3656686 / rank @@
+Normal rank
@@ Property / cites work @@
+Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
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+Pricing Asset Scheduling Flexibility using Optimal Switching
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+A discrete-time approximation for doubly reflected BSDEs
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+A note on existence and uniqueness for solutions of multidimensional reflected BSDEs
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+A Finite Horizon Optimal Multiple Switching Problem
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections
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+Probabilistic representation and approximation for coupled systems of variational inequalities
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+On the Starting and Stopping Problem: Application in Reversible Investments
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+Switching problem and related system of reflected backward SDEs
+Normal rank
@@ Property / cites work @@
+Multi-dimensional BSDE with oblique reflection and optimal switching
+Normal rank
@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3995203
@@ Property / cites work: Q3995203 / rank @@
+Normal rank
@@ Property / cites work @@
+Representations and regularities for solutions to BSDEs with reflections
+Normal rank
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+Q4842684
@@ Property / cites work: Q4842684 / rank @@
+Normal rank
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+Adapted solution of a backward stochastic differential equation
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+Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
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+Optimal Switching over Multiple Regimes
@@ Property / cites work: Optimal Switching over Multiple Regimes / rank @@
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+Valuation of power plants by utility indifference and numerical computation
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@@ Property / cites work @@
+A numerical scheme for BSDEs
@@ Property / cites work: A numerical scheme for BSDEs / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:433900