Pages that link to "Item:Q744973"
From MaRDI portal
The following pages link to Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973):
Displaying 13 items.
- Numerical scheme for Dynkin games under model uncertainty (Q1663906) (← links)
- Robust portfolio decisions for financial institutions (Q1714474) (← links)
- Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games (Q2021394) (← links)
- Reflected BSDEs with two optional barriers and monotone coefficient on general filtered space (Q2042776) (← links)
- Non-linear Dynkin games over split stopping times (Q2105396) (← links)
- The Dynkin game with regime switching and applications to pricing game options (Q2151666) (← links)
- \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions (Q2274207) (← links)
- Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type (Q2403995) (← links)
- General time interval BSDEs under the weak monotonicity condition and nonlinear decomposition for general <i>g</i>-supermartingales (Q4584670) (← links)
- On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
- Reflected and doubly reflected BSDEs driven by RCLL martingales (Q5038443) (← links)
- Nonlinear BSDEs with two optional Doob's class barriers satisfying weak Mokobodzki's condition and extended Dynkin games (Q6058510) (← links)
- Doubly reflected BSDEs with stochastic quadratic growth: around the predictable obstacles (Q6171670) (← links)
