Reflected generalized BSDEs with discontinuous barriers driven by a Lévy process (Q2239787): Difference between revisions

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+BSDE associated with Lévy processes and application to PDIE
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+Conjugate convex functions in optimal stochastic control
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+Backward stochastic differential equations with reflection and Dynkin games
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+Q3925594
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+BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations.
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Backward Stochastic Differential Equations in Finance
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+Generalized BSDE driven by a Lévy process
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+Q2790473
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+Reflected BSDE driven by a Lévy process
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+Generalized BSDE with two reflecting barriers
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+Mixed Zero-Sum Stochastic Differential Game and American Game Options
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+BSDEs with two reflecting barriers: the general result
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+Zero-sum stochastic differential games and backward equations
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+Double barrier reflected BSDEs with stochastic Lipschitz coefficient
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+Chaotic and predictable representations for Lévy processes.
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+Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance
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+Q4029028
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+Adapted solution of a backward stochastic differential equation
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+Generalized BSDEs and nonlinear Neumann boundary value problems
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+Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
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+Q4435813
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+Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition
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+Doubly reflected BSDEs driven by a Lévy process
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+Reflected backward stochastic differential equations driven by Lévy processes
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+Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition
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+Reflected backward SDEs with two barriers under monotonicity and general increasing conditions
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+Q5332803
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