Pages that link to "Item:Q637071"
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The following pages link to Reflected BSDE with a constraint and its applications in an incomplete market (Q637071):
Displayed 10 items.
- BSDEs with monotone generator and two irregular reflecting barriers (Q390828) (← links)
- Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers (Q654139) (← links)
- A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations (Q1635964) (← links)
- BSDEs with mean reflection (Q1751973) (← links)
- BSDEs with mean reflection driven by \(G\)-Brownian motion (Q1799804) (← links)
- Continuous dependence property of BSDE with constraints (Q2344469) (← links)
- Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type (Q2403995) (← links)
- The adapted solutions and comparison theorem for anticipated backward stochastic differential equations with Poisson jumps under the weak conditions (Q2405913) (← links)
- General time interval BSDEs under the weak monotonicity condition and nonlinear decomposition for general <i>g</i>-supermartingales (Q4584670) (← links)
- Stochastic Control Representations for Penalized Backward Stochastic Differential Equations (Q5254887) (← links)