Reflected BSDEs with nonpositive jumps, and controller-and-stopper games (Q2512848): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Viscosity solutions of Hamilton-Jacobi equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations and integral-partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Multidimensional Controller-and-Stopper Games / rank
 
Normal rank
Property / cites work
 
Property / cites work: A stochastic target formulation for optimal switching problems in finite horizon / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations with reflection and Dynkin games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reflected solutions of backward SDE's, and related obstacle problems for PDE's / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reflected backward stochastic differential equation with jumps and RCLL obstacle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reflected BSDE's with discontinuous barrier and application / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reflected BSDEs and mixed game problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4357508 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reflected Backward SDEs with General Jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: The controller-and-stopper game for a linear diffusion. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingale approach to stochastic differential games of control and stopping / rank
 
Normal rank
Property / cites work
 
Property / cites work: A numerical algorithm for fully nonlinear HJB equations: an approach by control randomization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward SDEs with constrained jumps and quasi-variational inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier / rank
 
Normal rank
Property / cites work
 
Property / cites work: Second-order BSDEs with general reflection and game options under uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Second order reflected backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal stopping under adverse nonlinear expectation and related games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapted solution of a backward stochastic differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4029028 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles / rank
 
Normal rank
Property / cites work
 
Property / cites work: BSDEs with jumps, optimization and applications to dynamic risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations with jumps and related nonlinear expectations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Wellposedness of second order backward SDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps / rank
 
Normal rank

Latest revision as of 14:34, 9 July 2024

scientific article
Language Label Description Also known as
English
Reflected BSDEs with nonpositive jumps, and controller-and-stopper games
scientific article

    Statements

    Reflected BSDEs with nonpositive jumps, and controller-and-stopper games (English)
    0 references
    0 references
    0 references
    0 references
    30 January 2015
    0 references
    reflected backward stochastic differential equations
    0 references
    minimal solution
    0 references
    constrained jumps
    0 references
    regime-switching jump-diffusion
    0 references
    fully nonlinear variational inequalities
    0 references
    stochastic differential controller-and-stopper games
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references