Pages that link to "Item:Q850396"

The following pages link to BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game (Q850396):

Displaying 31 items.

• Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles (Q281870) (← links)
• Second-order BSDEs with general reflection and game options under uncertainty (Q402477) (← links)
• Doubly reflected BSDEs driven by a Lévy process (Q425969) (← links)
• Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty (Q452084) (← links)
• Reflected BSDEs on filtered probability spaces (Q491186) (← links)
• Multi-dimensional backward stochastic differential equations with one reflecting lower barrier of Itô diffusion type (Q616305) (← links)
• Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis (Q616310) (← links)
• BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game (Q841484) (← links)
• Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles (Q898999) (← links)
• Solving singular control from optimal switching (Q945041) (← 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)
• Defaultable game options in a hazard process model (Q1039923) (← links)
• Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes (Q1044773) (← 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)
• 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)
• Reflected BSDEs with jumps in time-dependent convex càdlàg domains (Q2229552) (← links)
• Reflected BSDEs with two completely separated barriers and regulated trajectories in general filtration (Q2671494) (← links)
• DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK (Q3005840) (← links)
• BSDE Approach for Dynkin Game and American Game Option (Q4558896) (← links)
• (Q4989417) (← links)
• Mean reflected stochastic differential equations with jumps (Q5005024) (← 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)
• The Mixed Zero-Sum Stochastic Differential Game in the Model with Jumps (Q5198520) (← links)
• A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time (Q5203942) (← links)
• Nonlinear BSDEs with two optional Doob's class barriers satisfying weak Mokobodzki's condition and extended Dynkin games (Q6058510) (← links)