Pages that link to "Item:Q1779993"
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The following pages link to BSDEs with two reflecting barriers: the general result (Q1779993):
Displaying 50 items.
- Solving the double barrier reflected BSDEs via penalization method (Q273699) (← links)
- Existence and uniqueness for \(\mathbb{D}\)-solutions of reflected BSDEs with two barriers without Mokobodzki's condition (Q323988) (← 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)
- Doubly reflected BSDEs driven by a Lévy process (Q425969) (← links)
- Stochastic variational inequalities with oblique subgradients (Q432510) (← links)
- Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty (Q452084) (← links)
- Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis (Q616310) (← links)
- Nonzero-sum games of optimal stopping for Markov processes (Q722076) (← links)
- Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973) (← links)
- Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers (Q839520) (← links)
- BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game (Q841484) (← links)
- A note on the doubly reflected backward stochastic differential equations driven by a Lévy process (Q962029) (← links)
- Switching problem and related system of reflected backward SDEs (Q963029) (← links)
- Reflected and doubly reflected BSDEs for Lévy processes: solutions and comparison (Q966535) (← links)
- Numerical scheme for Dynkin games under model uncertainty (Q1663906) (← links)
- Double barrier reflected BSDEs with stochastic Lipschitz coefficient (Q1697203) (← links)
- Reflected BSDEs with optional barrier in a general filtration (Q1715756) (← links)
- Quasilinear stochastic PDEs with two obstacles: probabilistic approach (Q1994906) (← links)
- Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games (Q2021394) (← links)
- Backward stochastic differential equations with mean reflection and two constraints (Q2123434) (← links)
- Systems of reflected BSDEs with interconnected bilateral obstacles: existence, uniqueness and applications (Q2183081) (← links)
- Backward stochastic differential equations with two barriers and generalized reflection (Q2186646) (← links)
- Zero-sum stochastic differential game in finite horizon involving impulse controls (Q2187339) (← links)
- Reflected generalized BSDEs with discontinuous barriers driven by a Lévy process (Q2239787) (← 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)
- Stochastic quadratic BSDE with two RCLL obstacles (Q2342390) (← links)
- Existence and large-time asymptotics for solutions of semilinear parabolic systems with measure data (Q2343010) (← 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)
- Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator (Q2498190) (← links)
- Reflected BSDEs with two completely separated barriers and regulated trajectories in general filtration (Q2671494) (← links)
- <i>L</i><sup><i>p</i></sup>-Solutions for Doubly Reflected Backward Stochastic Differential Equations (Q3114564) (← links)
- BSDE Approach for Dynkin Game and American Game Option (Q4558896) (← links)
- (Q4989417) (← links)
- HEDGING OF AMERICAN OPTIONS IN ILLIQUID MARKETS WITH PRICE IMPACTS (Q5066293) (← links)
- Reflected BSDEs with jumps and two <i>rcll</i> barriers under stochastic Lipschitz coefficient (Q5079193) (← links)
- (Q5085895) (← links)
- A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time (Q5203942) (← links)
- Reflected BSDEs with general filtration and two completely separated barriers (Q5227576) (← links)
- Nash Equilibrium Payoffs for Stochastic Differential Games with two Reflecting Barriers (Q5262445) (← links)
- Generalized BSDE with two reflecting barriers (Q5324871) (← links)
- Approximation Scheme for Solutions of BSDEs with Two Reflecting Barriers (Q5443465) (← links)
- One dimensional reflected BSDEs with two barriers under logarithmic growth and applications (Q5871413) (← links)
- Nonlinear BSDEs with two optional Doob's class barriers satisfying weak Mokobodzki's condition and extended Dynkin games (Q6058510) (← links)
- Multi-dimensional BSDEs with mean reflection (Q6137382) (← links)
- Backward doubly-stochastic differential equations with mean reflection (Q6149345) (← links)
- Doubly reflected BSDEs with stochastic quadratic growth: around the predictable obstacles (Q6171670) (← links)
