Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps
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Cites work
- scientific article; zbMATH DE number 45955 (Why is no real title available?)
- Adapted solution of a backward stochastic differential equation
- Backward Stochastic Differential Equations in Finance
- Backward equations, stochastic control and zero-sum stochastic differential games
- Backward stochastic differential equation with local time
- Backward stochastic differential equations with continuous coefficient
- Backward stochastic differential equations with reflection and Dynkin games
- Infinite dimensional BSDE with jumps
- Reflected backward stochastic differential equation with super-linear growth
- Reflected forward-backward SDEs and obstacle problems with boundary conditions
- Reflected solutions of backward SDE's, and related obstacle problems for PDE's
- Some generic properties in backward stochastic differential equations with continuous coefficient
- Stochastic differential equations for multi-dimensional domain with reflecting boundary
Cited in
(27)- Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections
- A multi-dimensional backward stochastic differential equation with oblique reflection and jumps
- BSDEs with jumps and two completely separated irregular barriers in a general filtration
- Double-barriers-reflected BSDEs with jumps and viscosity solutions of parabolic integrodifferential PDEs
- Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles
- scientific article; zbMATH DE number 2147517 (Why is no real title available?)
- scientific article; zbMATH DE number 1066321 (Why is no real title available?)
- A note on the doubly reflected backward stochastic differential equations driven by a Lévy process
- Doubly reflected backward stochastic differential equations in the predictable setting
- Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis
- Multi-dimensional backward stochastic differential equations with one reflecting lower barrier of Itô diffusion type
- Backward stochastic differential equations driven by G-Lévy process with double reflexions
- Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison
- Reflected BSDEs with jumps and two rcll barriers under stochastic Lipschitz coefficient
- Doubly reflected BSDEs driven by a Lévy process
- Reflected backward stochastic differential equation with jumps and random obstacle
- Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles
- Reflected backward stochastic differential equation with jumps and RCLL obstacle
- Reflected BSDEs with two completely separated barriers and regulated trajectories in general filtration
- Reflected backward SDEs with general jumps
- Double barrier reflected BSDEs with stochastic Lipschitz coefficient
- Mean reflected stochastic differential equations with jumps
- Double barrier backward doubly stochastic differential equations
- Backward SDEs with two barriers and continuous coefficient: an existence result
- Reflected and doubly reflected backward stochastic differential equations with irregular obstacles and a large set of stopping strategies
- Reflected and doubly reflected backward stochastic differential equations with time-delayed generators
- [[:Publication:1722018|Doubly reflected BSDEs and \(\mathcal{E} ^Template:F\)-Dynkin games: beyond the right-continuous case]]
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