Pages that link to "Item:Q4363324"
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The following pages link to Equations différentielles stochastiques rétrogrades réfléchies dans un convexe (Q4363324):
Displayed 26 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)
- Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process (Q352763) (← 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)
- Systems of stochastic partial differential equations with reflection: existence and uniqueness (Q544523) (← links)
- Reflected backward stochastic differential equations in an orthant (Q698364) (← links)
- Systems of semilinear parabolic variational inequalities with time-dependent convex obstacles (Q722074) (← links)
- Homogenization of a singular random one-dimensional PDE (Q731685) (← links)
- Ergodic BSDEs and related PDEs with Neumann boundary conditions (Q841486) (← links)
- Probabilistic representation and approximation for coupled systems of variational inequalities (Q988112) (← links)
- Convergence of BSDEs and homogenization of semilinear variational inequalities in a convex domain (Q1612753) (← links)
- Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections (Q1640928) (← links)
- Backward stochastic differential equations with subdifferential operator and related variational inequalities (Q1805783) (← links)
- Ergodic BSDEs and related PDEs with Neumann boundary conditions under weak dissipative assumptions (Q2018561) (← links)
- Multi-dimensional BSDE with oblique reflection and optimal switching (Q2380763) (← links)
- Backward doubly SDEs and semilinear stochastic PDEs in a convex domain (Q2402424) (← links)
- Representations and regularities for solutions to BSDEs with reflections (Q2485839) (← links)
- Reflected BSDEs in time-dependent convex regions (Q2512847) (← links)
- Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality (Q2515304) (← links)
- Reflected BSDE of Wiener-Poisson type in time-dependent domains (Q2811918) (← links)
- MULTIVALUED STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS VIA BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS (Q3520408) (← links)
- A discrete-time approximation for doubly reflected BSDEs (Q3625648) (← links)
- Generalized reflected backward stochastic differential equations (Q3630057) (← links)
- Endogenous Formation of Limit Order Books: Dynamics Between Trades (Q4641739) (← links)
- Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient (Q4826126) (← links)