Anticipated backward stochastic variational inequalities with generalized reflection
From MaRDI portal
Recommendations
- Backward stochastic variational inequalities
- scientific article; zbMATH DE number 5532046
- Anticipated Backward Stochastic Differential Equation with Reflection
- Backward stochastic variational inequalities on random interval
- Anticipated backward stochastic differential equations with non-Lipschitz coefficients
- Anticipated backward stochastic differential equations with non-Lipschitz coefficients
- Backward stochastic variational inequalities with locally bounded generators
- Reflected solutions of generalized anticipated backward double stochastic differential equations
- Some properties of generalized anticipated backward stochastic differential equations
- Multi-dimensional path-dependent forward-backward stochastic variational inequalities
Cites work
- A stochastic approach to a multivalued Dirichlet-Neumann problem
- Adapted solution of a backward stochastic differential equation
- Anticipated backward stochastic differential equations
- Anticipated backward stochastic differential equations with non-Lipschitz coefficients
- Backward stochastic differential equations with subdifferential operator and related variational inequalities
- Backward stochastic variational inequalities
- Backward stochastic variational inequalities on random interval
- Backward stochastic variational inequalities with locally bounded generators
- Conjugate convex functions in optimal stochastic control
- Fractional backward stochastic differential equations and fractional backward variational inequalities
- scientific article; zbMATH DE number 140601 (Why is no real title available?)
- scientific article; zbMATH DE number 3398324 (Why is no real title available?)
- Maximum principle for the stochastic optimal control problem with delay and application
- Multi-dimensional BSDE with oblique reflection and optimal switching
- Multivalued backward stochastic differential equations with oblique subgradients
- Multivalued backward stochastic differential equations with time delayed generators
- Necessary and sufficient condition for the comparison theorem of multidimensional anticipated backward stochastic differential equations
- Numerical schemes for multivalued backward stochastic differential systems
- Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations
- Reflected solutions of generalized anticipated BSDEs and application to reflected BSDEs with functional barrier
- Some properties of generalized anticipated backward stochastic differential equations
- Stochastic differential equations, backward SDEs, partial differential equations
- Stochastic variational inequalities with oblique subgradients
- The Fitzpatrick function - a bridge between convex analysis and multivalued stochastic differential equations
- The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls
Cited in
(5)- Multivalued backward stochastic differential equations with oblique subgradients
- Stochastic variational inequality and reflected BSDE with single L^2 obstacle
- An anticipative stochastic minimum principle under enlarged filtrations
- McKean-Vlasov stochastic variational inequalities with oblique subgradients and propagation of chaos
- Mean-field forward-backward stochastic variational inequalities with oblique subgradients and nonlocal parabolic variational inequalities
This page was built for publication: Anticipated backward stochastic variational inequalities with generalized reflection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4598554)
