The following pages link to (Q3862800):
Displaying 33 items.
- The fundamental theorem of asset pricing under transaction costs (Q693033) (← links)
- A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations (Q1635964) (← links)
- Reflected BSDEs with optional barrier in a general filtration (Q1715756) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- On a stochastic representation theorem for Meyer-measurable processes (Q2077325) (← links)
- Characterisation of honest times and optional semimartingales of class-\((\Sigma)\) (Q2099991) (← links)
- Doubly reflected backward stochastic differential equations in the predictable setting (Q2116473) (← links)
- Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions (Q2209741) (← links)
- On reflected stochastic differential equations driven by regulated semimartingales (Q2216980) (← links)
- Modelling information flows by Meyer-\( \sigma \)-fields in the singular stochastic control problem of irreversible investment (Q2240480) (← links)
- Monotonic limit theorem for BSDEs with regulated trajectories (Q2244479) (← links)
- Optimal stopping with \(f\)-expectations: the irregular case (Q2301478) (← links)
- On linear stochastic equations of optional semimartingales and their applications (Q2407789) (← links)
- BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient (Q2415412) (← links)
- Reflected BSDEs with regulated trajectories (Q2419968) (← links)
- Predictable solution for reflected BSDEs when the obstacle is not right-continuous (Q2660766) (← links)
- On reflection with two-sided jumps (Q2664523) (← links)
- Reflected BSDEs with two completely separated barriers and regulated trajectories in general filtration (Q2671494) (← links)
- Reflected BSDEs when the obstacle is not right-continuous in a general filtration (Q2974529) (← links)
- A comparison theorem for stochastic equations of optional semimartingales (Q4584280) (← links)
- Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem (Q5021120) (← links)
- Merton's Optimal Investment Problem with Jump Signals (Q5045202) (← links)
- Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition (Q5086474) (← links)
- Reflected backward doubly stochastic differential equations with discontinuous barrier (Q5086528) (← links)
- On comparison theorem for optional SDEs via local times and applications (Q5086909) (← links)
- Characteristics and Constructions of Default Times (Q5123452) (← links)
- Sur le retournement du temps (Q5126522) (← links)
- Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle (Q6062261) (← links)
- Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process (Q6105320) (← links)
- Reflections on BSDEs (Q6545184) (← links)
- Reflected and doubly reflected backward stochastic differential equations with irregular obstacles and a large set of stopping strategies (Q6556234) (← links)
- Optional strong semimartingale inequalities for the strong Snell envelopes (Q6614289) (← links)
- SDEs with two reflecting barriers driven by optional processes with regulated trajectories (Q6658928) (← links)
