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

@@ 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
+Normal rank
@@ Property / cites work @@
+Pricing Asset Scheduling Flexibility using Optimal Switching
+Normal rank
@@ Property / cites work @@
+A discrete-time approximation for doubly reflected BSDEs
+Normal rank
@@ Property / cites work @@
+A note on existence and uniqueness for solutions of multidimensional reflected BSDEs
+Normal rank
@@ Property / cites work @@
+A Finite Horizon Optimal Multiple Switching Problem
+Normal rank
@@ Property / cites work @@
+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
+Normal rank
@@ Property / cites work @@
+Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections
+Normal rank
@@ Property / cites work @@
+Probabilistic representation and approximation for coupled systems of variational inequalities
+Normal rank
@@ Property / cites work @@
+On the Starting and Stopping Problem: Application in Reversible Investments
+Normal rank
@@ Property / cites work @@
+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
@@ Property / cites work @@
+Q4842684
@@ Property / cites work: Q4842684 / rank @@
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
+Normal rank
@@ Property / cites work @@
+Optimal Switching over Multiple Regimes
@@ Property / cites work: Optimal Switching over Multiple Regimes / rank @@
+Normal rank
@@ Property / cites work @@
+Valuation of power plants by utility indifference and numerical computation
+Normal rank
@@ Property / cites work @@
+A numerical scheme for BSDEs
@@ Property / cites work: A numerical scheme for BSDEs / rank @@
+Normal rank