Pages that link to "Item:Q963029"
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The following pages link to Switching problem and related system of reflected backward SDEs (Q963029):
Displayed 7 items.
- Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (Q358616) (← links)
- BSDEs with monotone generator and two irregular reflecting barriers (Q390828) (← links)
- Time discretization and quantization methods for optimal multiple switching problem (Q424519) (← links)
- Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900) (← links)
- Probabilistic representation and approximation for coupled systems of variational inequalities (Q988112) (← links)
- BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES (Q2847244) (← links)
- <i>L</i><sup><i>p</i></sup>-Solutions for Doubly Reflected Backward Stochastic Differential Equations (Q3114564) (← links)