Pages that link to "Item:Q957529"
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The following pages link to Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison (Q957529):
Displaying 50 items.
- Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles (Q281870) (← links)
- Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927) (← links)
- Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control (Q303970) (← links)
- Maximum principle for optimal control problems of forward-backward regime-switching system and applications (Q360666) (← 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 time delayed generators (Q433591) (← links)
- Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049) (← links)
- On solutions to backward stochastic partial differential equations for Lévy processes (Q719427) (← links)
- Viscosity solutions of path-dependent integro-differential equations (Q737174) (← links)
- Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps (Q740194) (← links)
- Second-order BSDEs with jumps: formulation and uniqueness (Q748324) (← links)
- Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles (Q898999) (← links)
- Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison (Q957529) (← links)
- Reflected and doubly reflected BSDEs for Lévy processes: solutions and comparison (Q966535) (← links)
- Defaultable game options in a hazard process model (Q1039923) (← links)
- A stochastic maximum principle for a Markov regime-switching jump-diffusion model with delay and an application to finance (Q1626520) (← links)
- Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls (Q1666836) (← links)
- Double barrier reflected BSDEs with stochastic Lipschitz coefficient (Q1697203) (← links)
- Reflected BSDEs with optional barrier in a general filtration (Q1715756) (← links)
- The obstacle problem of integro-partial differential equations with applications to stochastic optimal control/stopping problem (Q1717510) (← links)
- Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case (Q1722018) (← links)
- Fully coupled forward-backward stochastic differential equations on Markov chains (Q1725510) (← links)
- \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
- Optimal stopping of marked point processes and reflected backward stochastic differential equations (Q2041000) (← links)
- American options in nonlinear markets (Q2042845) (← links)
- The stochastic maximum principle for relaxed control problem with regime-switching (Q2107625) (← links)
- Stochastic recursive optimal control problem with obstacle constraint involving diffusion type control (Q2114262) (← links)
- Doubly reflected backward stochastic differential equations in the predictable setting (Q2116473) (← links)
- Backward stochastic differential equations with regime-switching and sublinear expectations (Q2132537) (← links)
- Multi-valued backward stochastic differential equations with regime switching (Q2142044) (← links)
- RBSDEs with optional barriers: monotone approximation (Q2165734) (← links)
- Backward stochastic differential equations with Markov chains and associated PDEs (Q2232204) (← links)
- A general comparison theorem for reflected BSDEs (Q2244498) (← links)
- BSDEs with regime switching: weak convergence and applications (Q2257512) (← links)
- Optimal stopping with \(f\)-expectations: the irregular case (Q2301478) (← links)
- Portfolio selection with regime-switching and state-dependent preferences (Q2332675) (← links)
- Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition (Q2654210) (← links)
- Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections (Q2664540) (← links)
- Reflected BSDEs with two completely separated barriers and regulated trajectories in general filtration (Q2671494) (← links)
- Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market (Q2673823) (← links)
- Open-loop equilibrium strategy for mean-variance portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model (Q2691262) (← links)
- Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching (Q2800474) (← links)
- Reflected BSDEs when the obstacle is not right-continuous in a general filtration (Q2974529) (← links)
- DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK (Q3005840) (← links)
- American options in an imperfect complete market with default (Q4615505) (← links)
- Mean reflected stochastic differential equations with jumps (Q5005024) (← links)
- 𝕃<sup><i>p</i></sup> solutions of reflected backward stochastic differential equations with jumps (Q5140349) (← links)
- BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART II: CVA (Q5175222) (← links)
- Near-optimal control problems for forward-backward regime-switching systems (Q5854386) (← links)
