Pages that link to "Item:Q5411893"

The following pages link to Stochastic differential equations with time-dependent reflecting barriers (Q5411893):

Displaying 11 items.

• Explicit solutions of the extended Skorokhod problems in affine transformations of time-dependent strata (Q2046687) (← links)
• Backward stochastic differential equations with mean reflection and two constraints (Q2123434) (← links)
• Mean reflected stochastic differential equations with two constraints (Q2238888) (← links)
• Finite-horizon optimal investment with transaction costs: construction of the optimal strategies (Q2274224) (← links)
• Nonparametric estimation of the trend in reflected fractional SDE (Q2288811) (← links)
• Optimal liquidity provision (Q2348293) (← links)
• SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation (Q2408995) (← links)
• SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation (Q2668497) (← links)
• Remarks on the Skorohod problem and reflected Lévy driven SDEs in time-dependent domains (Q2804008) (← links)
• Asymptotic optimal tracking: feedback strategies (Q4584679) (← links)
• Interlacing Diffusions (Q5126531) (← links)