Pages that link to "Item:Q674517"
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The following pages link to Backward stochastic differential equations with reflection and Dynkin games (Q674517):
Displaying 50 items.
- Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations (Q255506) (← links)
- A Dynkin game under Knightian uncertainty (Q255509) (← links)
- Solving the double barrier reflected BSDEs via penalization method (Q273699) (← links)
- Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles (Q281870) (← links)
- Existence and uniqueness for \(\mathbb{D}\)-solutions of reflected BSDEs with two barriers without Mokobodzki's condition (Q323988) (← links)
- An existence theorem for multidimensional BSDEs with mixed reflections (Q338066) (← links)
- Generalized Snell envelope as a minimal solution of BSDE with lower barriers (Q388135) (← links)
- BSDEs with monotone generator and two irregular reflecting barriers (Q390828) (← links)
- Second-order BSDEs with general reflection and game options under uncertainty (Q402477) (← links)
- Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection (Q402722) (← links)
- Doubly reflected BSDEs driven by a Lévy process (Q425969) (← links)
- Reflected backward stochastic differential equations with time delayed generators (Q433591) (← links)
- Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty (Q452084) (← links)
- On the quasi-linear reflected backward stochastic partial differential equations (Q461705) (← links)
- A two-mode mean-field optimal switching problem for the full balance sheet (Q462408) (← links)
- Arbitrage-free pricing of multi-person game claims in discrete time (Q503392) (← links)
- Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis (Q616310) (← links)
- Reflected BSDE with a constraint and its applications in an incomplete market (Q637071) (← links)
- Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers (Q654139) (← links)
- Reflected backward stochastic differential equations in an orthant (Q698364) (← links)
- Backward stochastic dynamics on a filtered probability space (Q717884) (← links)
- On solutions to backward stochastic partial differential equations for Lévy processes (Q719427) (← links)
- Nonzero-sum games of optimal stopping for Markov processes (Q722076) (← links)
- A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis (Q744236) (← links)
- Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973) (← links)
- A finite horizon optimal switching problem with memory and application to controlled SDDEs (Q784786) (← links)
- Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers (Q839520) (← links)
- BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game (Q841484) (← links)
- Reflected BSDE driven by a Lévy process (Q842401) (← links)
- The finite horizon optimal multi-modes switching problem: the viscosity solution approach (Q843963) (← links)
- Discrete time stochastic multi-player competitive games with affine payoffs (Q898397) (← links)
- Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles (Q898999) (← links)
- Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
- Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison (Q957529) (← links)
- A note on the doubly reflected backward stochastic differential equations driven by a Lévy process (Q962029) (← links)
- Reflected and doubly reflected BSDEs for Lévy processes: solutions and comparison (Q966535) (← links)
- Stochastic impulse control of non-Markovian processes (Q989967) (← links)
- Defaultable game options in a hazard process model (Q1039923) (← links)
- Backward stochastic differential equations with constraints on the gains-process (Q1307453) (← links)
- Reflected BSDEs and mixed game problem (Q1613587) (← links)
- Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections (Q1640928) (← links)
- Numerical scheme for Dynkin games under model uncertainty (Q1663906) (← links)
- Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities (Q1688621) (← links)
- Double barrier reflected BSDEs with stochastic Lipschitz coefficient (Q1697203) (← links)
- Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion (Q1705559) (← links)
- Reflected BSDEs with optional barrier in a general filtration (Q1715756) (← 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)
- Dynkin game with asymmetric information (Q1734208) (← links)
- Nash equilibria of threshold type for two-player nonzero-sum games of stopping (Q1751964) (← links)
