Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient (Q2485475): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
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 forward-backward SDEs and obstacle problems with boundary conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. / 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: Q4356589 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Stochastic Differential Equations in Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Zero-sum stochastic differential games and backward equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward equations, stochastic control and zero-sum stochastic differential games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reflected BSDEs and mixed game problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reflected backward stochastic differential equation with jumps and random obstacle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4357505 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4357508 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations and partial differential equations with quadratic growth. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4787899 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002114 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence for BSDE with superlinear–quadratic coefficient / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward SDEs with two barriers and continuous coefficient: an existence result / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4263364 / 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: Probabilistic interpretation for systems of quasilinear parabolic partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3997782 / rank
 
Normal rank

Latest revision as of 14:46, 10 June 2024

scientific article
Language Label Description Also known as
English
Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient
scientific article

    Statements

    Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient (English)
    0 references
    0 references
    0 references
    0 references
    5 August 2005
    0 references
    Existence of a maximal solution is proved for a class of backward stochastic differential equations with two reflecting barriers.
    0 references
    0 references
    0 references
    0 references
    0 references
    Risk-sensitive zero-sum stopping game
    0 references
    0 references