Pages that link to "Item:Q255506"
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The following pages link to Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations (Q255506):
Displaying 8 items.
- Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles of non-local type (Q1616373) (← links)
- Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections (Q1640928) (← links)
- Systems of reflected BSDEs with interconnected bilateral obstacles: existence, uniqueness and applications (Q2183081) (← links)
- Stochastic hybrid differential games and match race problems (Q2287801) (← links)
- On the equality of solutions of max-min and min-max systems of variational inequalities with interconnected bilateral obstacles (Q2400647) (← links)
- A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time (Q5203942) (← links)
- The Existence of Game Value for Path-dependent Stochastic Differential Game (Q5348479) (← links)
- MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL <i>g</i>‐EXPECTATION (Q5739194) (← links)