Pages that link to "Item:Q674517"

The following pages link to Backward stochastic differential equations with reflection and Dynkin games (Q674517):

Displaying 20 items.

• A new Mertens decomposition of \(\mathscr{Y}^{g , \xi} \)-submartingale systems. Application to BSDEs with weak constraints at stopping times (Q6072905) (← links)
• Mean-field reflected backward stochastic differential equations (Q6109917) (← links)
• Reflected backward stochastic differential equations associated to jump Markov processes and application to partial differential equations (Q6111874) (← links)
• RBDSDEs with jumps and optional Barrier and mean field game with common noise (Q6115727) (← links)
• Multi-dimensional BSDEs with mean reflection (Q6137382) (← links)
• Reflected backward stochastic difference equations and optimal stopping problems under \(g\)-expectation (Q6137386) (← links)
• Backward doubly-stochastic differential equations with mean reflection (Q6149345) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• Mean-field doubly reflected backward stochastic differential equations (Q6164087) (← links)
• Doubly reflected BSDEs with stochastic quadratic growth: around the predictable obstacles (Q6171670) (← links)
• Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient (Q6540653) (← links)
• Reflections on BSDEs (Q6545184) (← links)
• Doubly reflected generalized BSDEs with jumps and an obstacle problem of parabolic IPDEs with nonlinear Neumann boundary conditions (Q6554577) (← links)
• Reflected and doubly reflected backward stochastic differential equations with irregular obstacles and a large set of stopping strategies (Q6556234) (← links)
• Reflected backward stochastic differential equations driven by \(G\)-Brownian motion under monotonicity condition (Q6556252) (← links)
• Mixed zero-sum stochastic differential game and doubly reflected BSDEs with a specific generator (Q6581704) (← links)
• Partially observed mean-field game and related mean-field forward-backward stochastic differential equation (Q6611106) (← links)
• On the value of a time-inconsistent mean-field zero-sum Dynkin game (Q6631640) (← links)
• Doubly reflected backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients (Q6633164) (← links)
• Callable convertible bonds under liquidity constraints and hybrid priorities (Q6667268) (← links)