Pages that link to "Item:Q2041000"
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The following pages link to Optimal stopping of marked point processes and reflected backward stochastic differential equations (Q2041000):
Displaying 4 items.
- Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (Q2309600) (← links)
- Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle (Q6062261) (← links)
- Reflected backward stochastic differential equations associated to jump Markov processes and application to partial differential equations (Q6111874) (← links)
- Generalized BSDE and reflected BSDE with random time horizon (Q6164927) (← links)