Pages that link to "Item:Q1356364"
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The following pages link to Reflected solutions of backward SDE's, and related obstacle problems for PDE's (Q1356364):
Displaying 50 items.
- The early exercise premium representation for American options on multiply assets (Q253081) (← links)
- The obstacle problem for quasilinear stochastic PDEs with non-homogeneous operator (Q255478) (← links)
- Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations (Q255506) (← links)
- Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance (Q256518) (← links)
- Solving the double barrier reflected BSDEs via penalization method (Q273699) (← links)
- Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles (Q281870) (← links)
- Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. (Q282508) (← links)
- Existence and uniqueness for \(\mathbb{D}\)-solutions of reflected BSDEs with two barriers without Mokobodzki's condition (Q323988) (← links)
- An existence theorem for multidimensional BSDEs with mixed reflections (Q338066) (← links)
- On time-dependent functionals of diffusions corresponding to divergence form operators (Q354753) (← links)
- Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (Q358616) (← links)
- Optimal portfolio selection under concave price impact (Q360368) (← links)
- Numerical solution of variational inequalities: localization with Dirichlet conditions (Q380731) (← links)
- Reflected generalized BSDEs with random time and applications (Q380746) (← links)
- Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time (Q388138) (← links)
- Stochastic variational inequality and reflected BSDE with single \(L^2\) obstacle (Q388750) (← links)
- Second order reflected backward stochastic differential equations (Q389069) (← links)
- BSDEs with monotone generator and two irregular reflecting barriers (Q390828) (← links)
- Second-order BSDEs with general reflection and game options under uncertainty (Q402477) (← links)
- Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection (Q402722) (← links)
- Multivalued backward stochastic differential equations with time delayed generators (Q403184) (← links)
- Optimal stopping under nonlinear expectation (Q404122) (← links)
- Applications of an infinite horizon BSDE's to an impulse control problem (Q412589) (← links)
- Quadratic reflected BSDEs with unbounded obstacles (Q424464) (← links)
- Doubly reflected BSDEs driven by a Lévy process (Q425969) (← links)
- Reflected solutions of generalized anticipated BSDEs and application to reflected BSDEs with functional barrier (Q426712) (← links)
- Reflected backward stochastic differential equations with time delayed generators (Q433591) (← links)
- Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900) (← links)
- Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty (Q452084) (← links)
- On the quasi-linear reflected backward stochastic partial differential equations (Q461705) (← links)
- A two-mode mean-field optimal switching problem for the full balance sheet (Q462408) (← links)
- Risk measures for processes and BSDEs (Q486926) (← links)
- Reflected solutions of generalized anticipated backward double stochastic differential equations (Q515477) (← links)
- A convolution method for numerical solution of backward stochastic differential equations (Q518855) (← links)
- Stochastic representations of derivatives of solutions of one-dimensional parabolic variational inequalities with Neumann boundary conditions (Q537129) (← links)
- Dynamic investment strategies to reaction-diffusion systems based upon stochastic differential utilities (Q538320) (← links)
- Martingale representation theorem for the \(G\)-expectation (Q550131) (← links)
- General existence results for reflected BSDE and BSDE (Q554228) (← links)
- Viscosity solutions for systems of parabolic variational inequalities (Q605043) (← links)
- The Skorohod oblique reflection problem in time-dependent domains (Q606631) (← links)
- Existence and uniqueness of bounded weak solutions of a semilinear parabolic PDE (Q616266) (← links)
- Multi-dimensional backward stochastic differential equations with one reflecting lower barrier of Itô diffusion type (Q616305) (← links)
- Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis (Q616310) (← links)
- Reflected BSDE with a constraint and its applications in an incomplete market (Q637071) (← links)
- Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers (Q654139) (← links)
- Reflected BSDEs and the obstacle problem for semilinear PDEs in divergence form (Q655320) (← links)
- Strong solutions of semilinear parabolic equations with measure data and generalized backward stochastic differential equations (Q663503) (← links)
- Backward stochastic differential equations with reflection and Dynkin games (Q674517) (← links)
- Reflected backward stochastic differential equations in an orthant (Q698364) (← links)
- Filtration consistent nonlinear expectations and evaluations of contingent claims (Q705074) (← links)
