Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty (Q452084): Difference between revisions

@@ Property / cites work @@
+Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with reflection and Dynkin games
+Normal rank
@@ Property / cites work @@
+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
+Normal rank
@@ Property / cites work @@
+Reflected backward stochastic differential equation with jumps and RCLL obstacle
+Normal rank
@@ Property / cites work @@
+Reflected BSDEs and mixed game problem
@@ Property / cites work: Reflected BSDEs and mixed game problem / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected backward stochastic differential equation with jumps and random obstacle
+Normal rank
@@ Property / cites work @@
+BSDEs with two reflecting barriers: the general result
+Normal rank
@@ Property / cites work @@
+BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator
+Normal rank
@@ Property / cites work @@
+Q3992729
@@ Property / cites work: Q3992729 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward SDEs with two barriers and continuous coefficient: an existence result
+Normal rank
@@ Property / cites work @@
+Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier
+Normal rank
@@ Property / cites work @@
+A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Representations and regularities for solutions to BSDEs with reflections
+Normal rank
@@ Property / cites work @@
+Q4338975
@@ Property / cites work: Q4338975 / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected solutions of backward stochastic differential equations with continuous coefficient
+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 @@
+The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with reflection and weak assumptions on the coefficients
+Normal rank
@@ Property / cites work @@
+The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications
+Normal rank