Pages that link to "Item:Q889849"
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The following pages link to Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process (Q889849):
Displaying 10 items.
- Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles of non-local type (Q1616373) (← links)
- BSDE with rcll reflecting barrier driven by a Lévy process (Q1986117) (← links)
- Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (Q2309600) (← links)
- Predictable representation for time inhomogeneous Lévy processes and BSDEs (Q2322283) (← links)
- Integro-partial differential equations with singular terminal condition (Q2357187) (← links)
- Systems of quasi-variational inequalities related to the switching problem (Q2419971) (← links)
- Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching (Q2633720) (← links)
- Viscosity solutions of system of PDEs with interconnected obstacles and nonlinear Neumann boundary conditions (Q2685236) (← links)
- Viscosity solution of system of integro-partial differential equations with interconnected obstacles of non-local type without monotonicity conditions (Q6103308) (← links)
- System of nonlinear second-order parabolic partial differential equations with interconnected obstacles and oblique derivative boundary conditions on non-smooth time-dependent domains (Q6166344) (← links)