A note on reflected BSDEs in infinite horizon with stochastic Lipschitz coefficients
From MaRDI portal
Publication:6668705
Recommendations
- Infinite time interval RBSDEs with non-Lipschitz coefficients
- Infinite horizon multi-dimensional BSDE with oblique reflection and switching problem
- Reflected BSDEs with a stochastic Lipschitz coefficient
- \(L^p\)-solutions of multi-dimensional oblique reflected BSDEs and optimal switching problem on finite or infinite time horizon
- Reflected BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz coefficients
Cites work
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- scientific article; zbMATH DE number 2006037 (Why is no real title available?)
- Adapted solution of a backward stochastic differential equation
- Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces
- Discrete-time risk-aware optimal switching with non-adapted costs
- Existence and uniqueness for BSDE with stopping time
- Existence of Optimal Stochastic Control Laws
- Infinite horizon reflected backward stochastic differential equations and applications in mixed control and game problems
- Martingale approach to stochastic control with discretionary stopping
- Martingale approach to stochastic differential games of control and stopping
- On the stochastic control-stopping problem
- Optimal stopping for non-linear expectations. II
- Reflected BSDE's with discontinuous barrier and application
- Reflected solutions of backward SDE's, and related obstacle problems for PDE's
- Stochastic Differential Utility
- Stochastic calculus and applications
This page was built for publication: A note on reflected BSDEs in infinite horizon with stochastic Lipschitz coefficients
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6668705)
