Pages that link to "Item:Q674517"
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The following pages link to Backward stochastic differential equations with reflection and Dynkin games (Q674517):
Displaying 50 items.
- BSDEs with mean reflection (Q1751973) (← links)
- Backward stochastic differential equations with subdifferential operator and related variational inequalities (Q1805783) (← links)
- Backward-forward SDE's and stochastic differential games (Q1805788) (← links)
- Two-player nonzero-sum stopping games in discrete time. (Q1889797) (← links)
- Stochastic differential games with reflection and related obstacle problems for Isaacs equations (Q1942154) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- Stochastic recursive zero-sum differential game and mixed zero-sum differential game problem (Q1955113) (← links)
- Quasilinear stochastic PDEs with two obstacles: probabilistic approach (Q1994906) (← links)
- Quadratic BSDEs with mean reflection (Q2001551) (← links)
- Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games (Q2021394) (← links)
- Obliquely reflected backward stochastic differential equations (Q2028961) (← links)
- Reflected backward stochastic differential equation with rank-based data (Q2042035) (← links)
- Reflected BSDEs with two optional barriers and monotone coefficient on general filtered space (Q2042776) (← links)
- American options in nonlinear markets (Q2042845) (← links)
- On the finite horizon optimal switching problem with random lag (Q2045122) (← links)
- Switching problems with controlled randomisation and associated obliquely reflected BSDEs (Q2066958) (← links)
- Quadratic mean-field reflected BSDEs (Q2096186) (← links)
- A fully quantization-based scheme for FBSDEs (Q2101958) (← links)
- Well-posedness of mean reflected BSDEs with non-Lipschitz coefficients (Q2105392) (← links)
- Doubly reflected backward stochastic differential equations in the predictable setting (Q2116473) (← links)
- A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria (Q2120543) (← links)
- Backward stochastic differential equations with mean reflection and two constraints (Q2123434) (← links)
- The Dynkin game with regime switching and applications to pricing game options (Q2151666) (← links)
- Reflected BSDEs in non-convex domains (Q2159261) (← links)
- Backward stochastic differential equations with two barriers and generalized reflection (Q2186646) (← links)
- Dynkin game under \(g\)-expectation in continuous time (Q2189342) (← links)
- Reflected BSDEs with jumps in time-dependent convex càdlàg domains (Q2229552) (← links)
- Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle (Q2229553) (← links)
- Reflected generalized BSDEs with discontinuous barriers driven by a Lévy process (Q2239787) (← links)
- Anticipated backward stochastic differential equations (Q2270604) (← links)
- \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions (Q2274207) (← links)
- Reflected backward stochastic differential equations with two optional barriers (Q2287838) (← links)
- \(\mathbb{L}^2\)-solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method (Q2321007) (← links)
- Stochastic quadratic BSDE with two RCLL obstacles (Q2342390) (← links)
- Backward stochastic variational inequalities on random interval (Q2348739) (← links)
- On the equality of solutions of max-min and min-max systems of variational inequalities with interconnected bilateral obstacles (Q2400647) (← links)
- Reflected BSDEs with regulated trajectories (Q2419968) (← links)
- The multi-player nonzero-sum Dynkin game in discrete time (Q2454073) (← links)
- Approximation scheme for solutions of backward stochastic differential equations via the representation theorem (Q2469438) (← links)
- Reflected backward SDEs with two barriers under monotonicity and general increasing conditions (Q2471119) (← links)
- A generalized existence theorem of reflected BSDEs with double obstacles (Q2482122) (← links)
- Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient (Q2485475) (← links)
- Representations and regularities for solutions to BSDEs with reflections (Q2485839) (← links)
- Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator (Q2498190) (← links)
- Reflected BSDEs in time-dependent convex regions (Q2512847) (← links)
- Reflected BSDEs with nonpositive jumps, and controller-and-stopper games (Q2512848) (← links)
- Dynkin game of convertible bonds and their optimal strategy (Q2515117) (← links)
- BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. (Q2574593) (← links)
- Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition (Q2654210) (← links)
- Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections (Q2664540) (← links)
