Pages that link to "Item:Q2811894"

The following pages link to Reflected Backward SDEs with General Jumps (Q2811894):

Displaying 43 items.

• Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles (Q281870) (← links)
• Reflected BSDEs with optional barrier in a general filtration (Q1715756) (← links)
• The obstacle problem of integro-partial differential equations with applications to stochastic optimal control/stopping problem (Q1717510) (← links)
• Reflected and doubly reflected backward stochastic differential equations with time-delayed generators (Q1721913) (← links)
• Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case (Q1722018) (← links)
• BSDE with rcll reflecting barrier driven by a Lévy process (Q1986117) (← links)
• Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games (Q2021394) (← links)
• Optimal stopping of marked point processes and reflected backward stochastic differential equations (Q2041000) (← links)
• Reflected BSDEs with two optional barriers and monotone coefficient on general filtered space (Q2042776) (← links)
• American options in nonlinear markets (Q2042845) (← links)
• Stochastic recursive optimal control problem with obstacle constraint involving diffusion type control (Q2114262) (← links)
• Doubly reflected backward stochastic differential equations in the predictable setting (Q2116473) (← links)
• RBSDEs with optional barriers: monotone approximation (Q2165734) (← links)
• Reflected BSDEs driven by inhomogeneous simple Lévy processes with rcll barrier (Q2168956) (← links)
• Reflected BSDEs with jumps in time-dependent convex càdlàg domains (Q2229552) (← links)
• Optimal stopping with \(f\)-expectations: the irregular case (Q2301478) (← links)
• \(\mathbb{L}^2\)-solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method (Q2321007) (← links)
• Reflected backward stochastic differential equation with jumps and RCLL obstacle (Q2378594) (← links)
• BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient (Q2415412) (← links)
• Probabilistic interpretation for solutions of fully nonlinear stochastic pdes (Q2416550) (← links)
• Reflected BSDEs in time-dependent convex regions (Q2512847) (← links)
• Reflected BSDEs with nonpositive jumps, and controller-and-stopper games (Q2512848) (← links)
• Predictable solution for reflected BSDEs when the obstacle is not right-continuous (Q2660766) (← links)
• Quadratic BSDEs with jumps: Related nonlinear expectations (Q2810662) (← links)
• Reflected BSDEs when the obstacle is not right-continuous in a general filtration (Q2974529) (← links)
• American options in an imperfect complete market with default (Q4615505) (← links)
• (Q4989417) (← links)
• Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem (Q5021120) (← links)
• Reflected and doubly reflected BSDEs driven by RCLL martingales (Q5038443) (← links)
• Reflected BSDEs with jumps and two <i>rcll</i> barriers under stochastic Lipschitz coefficient (Q5079193) (← links)
• Infinite horizon impulse control problem with jumps and continuous switching costs (Q5084316) (← links)
• Reflected backward stochastic differential equations with jumps in time-dependent random convex domains (Q5085836) (← links)
• Strong snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale (Q5086484) (← links)
• 𝕃^<i>p</i> solutions of reflected backward stochastic differential equations with jumps (Q5140349) (← links)
• The Mixed Zero-Sum Stochastic Differential Game in the Model with Jumps (Q5198520) (← links)
• Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle (Q6062261) (← links)
• Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process (Q6105320) (← links)
• Reflected generalized BSDE with jumps under stochastic conditions and an obstacle problem for integral-partial differential equations with nonlinear Neumann boundary conditions (Q6143169) (← links)
• Reflected generalized discontinuous BSDEs with rcll barrier and an obstacle problem of IPDE with nonlinear Neumann boundary conditions (Q6157630) (← links)
• Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient (Q6540653) (← links)
• Reflected and doubly reflected backward stochastic differential equations with irregular obstacles and a large set of stopping strategies (Q6556234) (← links)
• Penalization schemes for BSDEs and reflected BSDEs with generalized driver (Q6612335) (← links)
• BSDE with jumps when mean reflection is nonlinear (Q6657780) (← links)