RBSDE's with jumps and the related obstacle problems for integral-partial differential equa\-tions
DOI10.1007/S11425-006-0557-ZzbMATH Open1106.60049OpenAlexW2046633681MaRDI QIDQ862702FDOQ862702
Authors: Yu-lian Fan 
Publication date: 24 January 2007
Published in: Science in China. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-006-0557-z
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Cites Work
- Reflected solutions of backward SDE's, and related obstacle problems for PDE's
- Backwards SDE with random terminal time and applications to semilinear elliptic PDE
- Title not available (Why is that?)
- Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
- Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
- Adapted solution of a backward stochastic differential equation
- Backward stochastic differential equations and integral-partial differential equations
- Title not available (Why is that?)
- Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group
- Reflected backward stochastic differential equation with jumps and random obstacle
- Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
Cited In (6)
- Reflected forward-backward stochastic differential equations and related PDEs
- BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game
- Weak solutions of semilinear PIDE's with obstacle(s) in Sobolev spaces and their probabilistic interpretation via the RFBSDE's with jumps and DRFBSDE's with jumps
- The obstacle problem for semilinear parabolic partial integro-differential equations
- Reflected BSDE and Reflected PDIE
- Limit theorem and uniqueness theorem of backward stochastic differential equations
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