Pages that link to "Item:Q2380763"
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The following pages link to Multi-dimensional BSDE with oblique reflection and optimal switching (Q2380763):
Displayed 42 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)
- 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)
- \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions (Q2274207) (← 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)
- Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching (Q2633720) (← links)
- A full balance sheet two-mode optimal switching problem (Q2804000) (← links)
- Reflected BSDE of Wiener-Poisson type in time-dependent domains (Q2811918) (← links)
- Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions (Q2822795) (← links)
- Swing Options Valuation: A BSDE with Constrained Jumps Approach (Q2917441) (← links)
- Anticipated backward stochastic variational inequalities with generalized reflection (Q4598554) (← links)
- BSDE representations for optimal switching problems with controlled volatility (Q5170133) (← links)
- Systems of BSDES with oblique reflection and related optimal switching problems (Q5228832) (← links)
- Stochastic Control Representations for Penalized Backward Stochastic Differential Equations (Q5254887) (← links)
- Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities (Q5270333) (← links)