Pages that link to "Item:Q388135"
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The following pages link to Generalized Snell envelope as a minimal solution of BSDE with lower barriers (Q388135):
Displaying 4 items.
- Strong snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale (Q5086484) (← links)
- Doubly reflected BSDEs with stochastic quadratic growth: around the predictable obstacles (Q6171670) (← links)
- Penalization schemes for BSDEs and reflected BSDEs with generalized driver (Q6612335) (← links)
- Optional strong semimartingale inequalities for the strong Snell envelopes (Q6614289) (← links)