Pages that link to "Item:Q2380763"

The following pages link to Multi-dimensional BSDE with oblique reflection and optimal switching (Q2380763):

Displaying 50 items.

• 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)
• Optimal switching at Poisson random intervention times (Q316899) (← links)
• An existence theorem for multidimensional BSDEs with mixed reflections (Q338066) (← links)
• Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (Q358616) (← links)
• Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time (Q388138) (← links)
• Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection (Q402722) (← links)
• Time discretization and quantization methods for optimal multiple switching problem (Q424519) (← links)
• Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900) (← links)
• Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness (Q470888) (← links)
• Infection time in multistable gene networks. A backward stochastic variational inequality with nonconvex switch-dependent reflection approach (Q505633) (← links)
• Liquidity risk and optimal dividend/investment strategies (Q506385) (← links)
• Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type (Q741307) (← links)
• A finite horizon optimal switching problem with memory and application to controlled SDDEs (Q784786) (← links)
• The finite horizon optimal multi-modes switching problem: the viscosity solution approach (Q843963) (← links)
• Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process (Q889849) (← links)
• Probabilistic representation and approximation for coupled systems of variational inequalities (Q988112) (← links)
• Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles of non-local type (Q1616373) (← links)
• Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections (Q1640928) (← links)
• Obstacle problem for evolution equations involving measure data and operator corresponding to semi-Dirichlet form (Q1670266) (← links)
• BSDEs with mean reflection (Q1751973) (← links)
• Optimal switching under a hybrid diffusion model and applications to stock trading (Q1797135) (← links)
• Existence, uniqueness and stability of \(L^1\) solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type (Q1800958) (← links)
• A Brownian optimal switching problem under incomplete information (Q1990035) (← links)
• Quadratic BSDEs with mean reflection (Q2001551) (← links)
• Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems (Q2010492) (← links)
• Obliquely reflected backward stochastic differential equations (Q2028961) (← links)
• Comparison theorem for diagonally quadratic BSDEs (Q2030831) (← 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)
• Robust classical-impulse stochastic control problems in an infinite horizon (Q2084303) (← links)
• Quadratic mean-field reflected BSDEs (Q2096186) (← links)
• Sequential systems of reflected backward stochastic differential equations with application to impulse control (Q2156342) (← links)
• Systems of fully nonlinear parabolic obstacle problems with Neumann boundary conditions (Q2156350) (← links)
• Reflected BSDEs in non-convex domains (Q2159261) (← links)
• Management strategies for run-of-river hydropower plants: an optimal switching approach (Q2168644) (← links)
• Systems of reflected BSDEs with interconnected bilateral obstacles: existence, uniqueness and applications (Q2183081) (← links)
• Reflected BSDEs with jumps in time-dependent convex càdlàg domains (Q2229552) (← links)
• \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions (Q2274207) (← links)
• Stochastic hybrid differential games and match race problems (Q2287801) (← links)
• A two-scale scheme for finite horizon switching problems with delays (Q2288713) (← links)
• A balance sheet optimal multi-modes switching problem (Q2307822) (← links)
• Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (Q2309600) (← links)
• \(\mathbb{L}^2\)-solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method (Q2321007) (← links)
• Multivalued backward stochastic differential equations with oblique subgradients (Q2347461) (← links)
• On the equality of solutions of max-min and min-max systems of variational inequalities with interconnected bilateral obstacles (Q2400647) (← links)
• Backward doubly SDEs and semilinear stochastic PDEs in a convex domain (Q2402424) (← links)
• Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type (Q2403995) (← links)
• Systems of quasi-variational inequalities related to the switching problem (Q2419971) (← links)
• Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality (Q2515304) (← links)