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Cites work
- scientific article; zbMATH DE number 1032935 (Why is no real title available?)
- scientific article; zbMATH DE number 1069627 (Why is no real title available?)
- scientific article; zbMATH DE number 3390061 (Why is no real title available?)
- Adapted solution of a backward stochastic differential equation
- BSDE associated with Lévy processes and application to PDIE
- BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations.
- Backward Stochastic Differential Equations in Finance
- Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance
- Backward stochastic differential equations and integral-partial differential equations
- Backward stochastic differential equations with jumps and related nonlinear expectations
- Backward stochastic differential equations with reflection and Dynkin games
- Chaotic and predictable representations for Lévy processes.
- Financial Modelling with Jump Processes
- Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
- Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier
- Reflected BSDE's with discontinuous barrier and application
- Reflected BSDEs and mixed game problem
- Reflected backward stochastic differential equation with jumps and RCLL obstacle
- Reflected backward stochastic differential equation with jumps and random obstacle
- Reflected solutions of backward SDE's, and related obstacle problems for PDE's
- The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles
- Zero-sum stochastic differential games and backward equations
Cited in
(14)- Reflected backward stochastic differential equations driven by a Lévy process
- Reflected generalized discontinuous BSDEs with rcll barrier and an obstacle problem of IPDE with nonlinear Neumann boundary conditions
- Irregular barrier reflected BSDEs driven by a Lévy process
- BSDE with rcll reflecting barrier driven by a Lévy process
- Reflected BSDEs driven by inhomogeneous simple Lévy processes with rcll barrier
- Reflected generalized BSDEs with discontinuous barriers driven by a Lévy process
- Reflected BSDE driven by a Lévy process with stochastic Lipschitz coefficient
- Generalized BSDE driven by a Lévy process
- Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps
- Optimal stopping of marked point processes and reflected backward stochastic differential equations
- BSDEs with two RCLL reflecting barriers driven by a Lévy process
- A class of RBSDEs driven by Lévy processes
- Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process
- PDEs FOR REFLECTED BSDENMs APPLIED TO AMERICAN OPTIONS
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