Multi-dimensional BSDEs with mean reflection
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Cites work
- scientific article; zbMATH DE number 3774629 (Why is no real title available?)
- scientific article; zbMATH DE number 1069627 (Why is no real title available?)
- A note on existence and uniqueness for solutions of multidimensional reflected BSDEs
- BSDEs with mean reflection
- BSDEs with two reflecting barriers: the general result
- BSDEs with weak terminal condition
- Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis
- Backward stochastic differential equations with constraints on the gains-process
- Backward stochastic differential equations with reflection and Dynkin games
- Backward stochastic differential equations. From linear to fully nonlinear theory
- Control-stopping games for market microstructure and beyond
- Discrete-time approximation of multidimensional BSDEs with oblique reflections
- [[:Publication:1722018|Doubly reflected BSDEs and \(\mathcal{E} ^Template:F\)-Dynkin games: beyond the right-continuous case]]
- Equations différentielles stochastiques rétrogrades réfléchies dans un convexe
- Forward and backward stochastic differential equations with normal constraints in law
- Mean reflected stochastic differential equations with jumps
- Mean-field backward stochastic differential equations and related partial differential equations
- Mean-field reflected backward stochastic differential equations
- Mixed Zero-Sum Stochastic Differential Game and American Game Options
- Multi-dimensional BSDE with oblique reflection and optimal switching
- Obliquely reflected backward stochastic differential equations
- On the Starting and Stopping Problem: Application in Reversible Investments
- Particles systems and numerical schemes for mean reflected stochastic differential equations
- Pricing Asset Scheduling Flexibility using Optimal Switching
- Pricing of American contingent claims with jump stock price and constrained portfolios
- Probabilistic theory of mean field games with applications I. Mean field FBSDEs, control, and games
- Quadratic BSDEs with mean reflection
- Quadratic mean-field reflected BSDEs
- Reflected BSDE with a constraint and its applications in an incomplete market
- Reflected BSDEs in non-convex domains
- Reflected BSDEs in time-dependent convex regions
- Reflected BSDEs with time-delayed generators and nonlinear resistance
- Reflected solutions of backward SDE's, and related obstacle problems for PDE's
- SDEs with oblique reflection on nonsmooth domains
- Shy couplings, \(\mathrm{CAT}(0)\) spaces, and the lion and man
- Stochastic differential equations for multi-dimensional domain with reflecting boundary
- Stochastic differential equations with reflecting boundary conditions
- Switching problem and related system of reflected backward SDEs
- Switching problems with controlled randomisation and associated obliquely reflected BSDEs
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