L<sup>p</sup>-SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS (Q5389121): Difference between revisions

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+Backward stochastic differential equations and integral-partial differential equations
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+Inf-convolution of risk measures and optimal risk transfer
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+\(L^p\) solutions of backward stochastic differential equations.
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+User’s guide to viscosity solutions of second order partial differential equations
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+ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT
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+Backward Stochastic Differential Equations in Finance
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+On the Starting and Stopping Problem: Application in Reversible Investments
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+Zero-sum stochastic differential games and backward equations
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+Backward equations, stochastic control and zero-sum stochastic differential games
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+Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions
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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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