Predictable solution for reflected BSDEs when the obstacle is not right-continuous (Q2660766): Difference between revisions

@@ Property / cites work @@
+Strong snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale
+Normal rank
@@ Property / cites work @@
+Reflected BSDEs when the obstacle is not right-continuous in a general filtration
+Normal rank
@@ Property / cites work @@
+Reflected BSDEs with optional barrier in a general filtration
+Normal rank
@@ Property / cites work @@
+Conjugate convex functions in optimal stochastic control
+Normal rank
@@ Property / cites work @@
+Q3915688
@@ Property / cites work: Q3915688 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4192751
@@ Property / cites work: Q4192751 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4357500
@@ Property / cites work: Q4357500 / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Reflected backward stochastic differential equation with jumps and RCLL obstacle
+Normal rank
@@ Property / cites work @@
+Reflected BSDEs when the obstacle is not right-continuous and optimal stopping
+Normal rank
@@ Property / cites work @@
+Optimal stopping with \(f\)-expectations: the irregular case
+Normal rank
@@ Property / cites work @@
+Reflected BSDE's with discontinuous barrier and application
+Normal rank
@@ Property / cites work @@
+Reflected backward stochastic differential equation with jumps and random obstacle
+Normal rank
@@ Property / cites work @@
+Reflected Backward SDEs with General Jumps
@@ Property / cites work: Reflected Backward SDEs with General Jumps / rank @@
+Normal rank
@@ Property / cites work @@
+Q4778955
@@ Property / cites work: Q4778955 / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected BSDEs with regulated trajectories
@@ Property / cites work: Reflected BSDEs with regulated trajectories / rank @@
+Normal rank
@@ Property / cites work @@
+Q3862800
@@ Property / cites work: Q3862800 / rank @@
+Normal rank
@@ Property / cites work @@
+A note on optional Snell envelopes and reflected backward SDEs
+Normal rank
@@ Property / cites work @@
+BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient
+Normal rank
@@ Property / cites work @@
+BSDEs driven by normal martingale
@@ Property / cites work: BSDEs driven by normal martingale / rank @@
+Normal rank
@@ Property / cites work @@
+Q4029028
@@ Property / cites work: Q4029028 / rank @@
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+On solutions of backward stochastic differential equations with jumps and applications
+Normal rank