Pages that link to "Item:Q1858672"

The following pages link to Reflected backward stochastic differential equation with jumps and random obstacle (Q1858672):

Displaying 50 items.

• Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles (Q281870) (← links)
• 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)
• Doubly reflected BSDEs driven by a Lévy process (Q425969) (← links)
• Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty (Q452084) (← links)
• Existence and uniqueness of bounded weak solutions of a semilinear parabolic PDE (Q616266) (← 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)
• Viscosity solutions of path-dependent integro-differential equations (Q737174) (← links)
• Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps (Q740194) (← links)
• Reflected BSDE driven by a Lévy process (Q842401) (← links)
• RBSDE's with jumps and the related obstacle problems for integral-partial differential equa\-tions (Q862702) (← links)
• Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process (Q889849) (← links)
• Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles (Q898999) (← links)
• Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison (Q957529) (← links)
• Reflected backward doubly stochastic differential equations driven by a Lévy process (Q964442) (← links)
• Backward SDEs with constrained jumps and quasi-variational inequalities (Q964784) (← links)
• Reflected and doubly reflected BSDEs for Lévy processes: solutions and comparison (Q966535) (← links)
• Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes (Q1044773) (← links)
• Reflected backward stochastic differential equations with perturbations (Q1661037) (← links)
• Reflected BSDEs with optional barrier in a general filtration (Q1715756) (← links)
• The obstacle problem of integro-partial differential equations with applications to stochastic optimal control/stopping problem (Q1717510) (← 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)
• Reflected generalized backward doubly SDEs driven by Lévy processes and applications (Q1930524) (← links)
• Reflected BSDEs with random default time and related mixed optimal stopping-control problems (Q1945980) (← links)
• Optimal stopping of marked point processes and reflected backward stochastic differential equations (Q2041000) (← links)
• Reflected BSDEs with two optional barriers and monotone coefficient on general filtered space (Q2042776) (← links)
• Stochastic recursive optimal control problem with obstacle constraint involving diffusion type control (Q2114262) (← links)
• Reflected backward stochastic differential equation with jumps and viscosity solution of second order integro-differential equation without monotonicity condition: case with the measure of Lévy infinite (Q2153088) (← links)
• RBSDEs with optional barriers: monotone approximation (Q2165734) (← links)
• Reflected BSDEs with jumps in time-dependent convex càdlàg domains (Q2229552) (← links)
• \(\mathbb{L}^2\)-solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method (Q2321007) (← links)
• Reflected backward stochastic differential equation with jumps and RCLL obstacle (Q2378594) (← links)
• BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient (Q2415412) (← links)
• Reflected backward stochastic differential equations driven by Lévy processes (Q2462078) (← links)
• Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient (Q2485475) (← links)
• Representations and regularities for solutions to BSDEs with reflections (Q2485839) (← links)
• Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator (Q2498190) (← links)
• Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition (Q2654210) (← links)
• Predictable solution for reflected BSDEs when the obstacle is not right-continuous (Q2660766) (← links)
• Reflected Backward SDEs with General Jumps (Q2811894) (← links)
• Finite-Horizon Optimal Multiple Switching with Signed Switching Costs (Q2833110) (← links)
• Reflected BSDEs when the obstacle is not right-continuous in a general filtration (Q2974529) (← links)
• (Q4989417) (← links)
• Mean reflected stochastic differential equations with jumps (Q5005024) (← links)
• Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem (Q5021120) (← links)
• Infinite horizon impulse control problem with jumps and continuous switching costs (Q5084316) (← links)
• The obstacle problem for quasilinear stochastic integral-partial differential equations (Q5086483) (← links)
• Strong snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale (Q5086484) (← links)