Probabilistic representation and approximation for coupled systems of variational inequalities (Q988112): Difference between revisions

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+Backward stochastic differential equations and integral-partial differential equations
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+A stochastic target formulation for optimal switching problems in finite horizon
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+Discrete-time approximation of decoupled Forward-Backward SDE with jumps
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+Q3915688
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations
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+Equations différentielles stochastiques rétrogrades réfléchies dans un convexe
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+Switching problem and related system of reflected backward SDEs
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+Multi-dimensional BSDE with oblique reflection and optimal switching
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+Backward SDEs with constrained jumps and quasi-variational inequalities
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+Q4029028
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+Probabilistic interpretation of a system of semilinear parabolic partial differential equations
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+Backward stochastic differential equations with jumps and related nonlinear expectations
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