Pages that link to "Item:Q1613587"

The following pages link to Reflected BSDEs and mixed game problem (Q1613587):

Displaying 50 items.

• Existence and uniqueness for \(\mathbb{D}\)-solutions of reflected BSDEs with two barriers without Mokobodzki's condition (Q323988) (← links)
• Reflected generalized BSDEs with random time and applications (Q380746) (← links)
• BSDEs with monotone generator and two irregular reflecting barriers (Q390828) (← links)
• Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection (Q402722) (← links)
• Doubly reflected BSDEs driven by a Lévy process (Q425969) (← links)
• Reflected backward stochastic differential equations with time delayed generators (Q433591) (← links)
• Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty (Q452084) (← links)
• Multi-dimensional backward stochastic differential equations with one reflecting lower barrier of Itô diffusion type (Q616305) (← links)
• Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis (Q616310) (← links)
• Reflected BSDE with a constraint and its applications in an incomplete market (Q637071) (← links)
• A class of backward doubly stochastic differential equations with non-Lipschitz coefficients (Q734712) (← links)
• Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973) (← links)
• Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers (Q839520) (← links)
• BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game (Q841484) (← links)
• Reflected BSDE driven by a Lévy process (Q842401) (← links)
• Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
• A note on the doubly reflected backward stochastic differential equations driven by a Lévy process (Q962029) (← links)
• Switching problem and related system of reflected backward SDEs (Q963029) (← links)
• A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint (Q1643396) (← links)
• Viscosity solutions of obstacle problems for fully nonlinear path-dependent PDEs (Q1679471) (← links)
• Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion (Q1705559) (← links)
• Reflected and doubly reflected backward stochastic differential equations with time-delayed generators (Q1721913) (← links)
• Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case (Q1722018) (← links)
• Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
• BSDEs with two reflecting barriers: the general result (Q1779993) (← links)
• Perturbed backward stochastic differential equations (Q1933858) (← links)
• Stochastic differential games with reflection and related obstacle problems for Isaacs equations (Q1942154) (← links)
• Reflected BSDEs with random default time and related mixed optimal stopping-control problems (Q1945980) (← links)
• Dynkin's games and Israeli options (Q1952697) (← links)
• Reflected forward-backward stochastic differential equations with continuous monotone coefficients (Q1957146) (← links)
• BSDE with rcll reflecting barrier driven by a Lévy process (Q1986117) (← links)
• Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games (Q2021394) (← links)
• Non-linear Dynkin games over split stopping times (Q2105396) (← links)
• Stochastic recursive optimal control problem with obstacle constraint involving diffusion type control (Q2114262) (← links)
• The Dynkin game with regime switching and applications to pricing game options (Q2151666) (← links)
• On the stochastic control-stopping problem (Q2168027) (← links)
• Reflected BSDEs driven by inhomogeneous simple Lévy processes with rcll barrier (Q2168956) (← links)
• Two-player zero-sum stochastic differential games with regime switching (Q2174009) (← links)
• Dynkin game under \(g\)-expectation in continuous time (Q2189342) (← links)
• Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle (Q2229553) (← links)
• A zero-sum game between a singular stochastic controller and a discretionary stopper (Q2258524) (← links)
• \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions (Q2274207) (← links)
• \(\mathbb{L}^2\)-solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method (Q2321007) (← links)
• Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type (Q2403995) (← links)
• BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient (Q2415412) (← links)
• Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient (Q2485475) (← links)
• Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator (Q2498190) (← links)
• Reflected BSDEs with nonpositive jumps, and controller-and-stopper games (Q2512848) (← links)
• Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition (Q2654210) (← links)
• Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections (Q2664540) (← links)