Pages that link to "Item:Q841484"

The following pages link to BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game (Q841484):

Displaying 21 items.

• Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles (Q281870) (← links)
• Reflected BSDEs on filtered probability spaces (Q491186) (← links)
• Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles (Q898999) (← links)
• Reflected and doubly reflected BSDEs for Lévy processes: solutions and comparison (Q966535) (← links)
• Reflected and doubly reflected backward stochastic differential equations with time-delayed generators (Q1721913) (← links)
• Dynkin's games and Israeli options (Q1952697) (← 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)
• RBSDEs with optional barriers: monotone approximation (Q2165734) (← links)
• Reflected BSDEs with jumps in time-dependent convex càdlàg domains (Q2229552) (← links)
• Continuous-time zero-sum stochastic game with stopping and control (Q2661550) (← links)
• Reflected BSDEs with two completely separated barriers and regulated trajectories in general filtration (Q2671494) (← links)
• <i>L</i>^<i>p</i>-Solutions for Doubly Reflected Backward Stochastic Differential Equations (Q3114564) (← links)
• (Q4989417) (← 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)
• Reflected BSDEs with general filtration and two completely separated barriers (Q5227576) (← links)
• Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient (Q6540653) (← links)
• Doubly reflected generalized BSDEs with jumps and an obstacle problem of parabolic IPDEs with nonlinear Neumann boundary conditions (Q6554577) (← links)