Pages that link to "Item:Q4796604"

The following pages link to Reflected BSDE's with discontinuous barrier and application (Q4796604):

Displaying 47 items.

• Reflected backward stochastic differential equation with jumps and RCLL obstacle (Q2378594) (← links)
• Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type (Q2403995) (← links)
• BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient (Q2415412) (← links)
• Reflected BSDEs with regulated trajectories (Q2419968) (← links)
• Reflected backward stochastic differential equations driven by Lévy processes (Q2462078) (← links)
• Representations and regularities for solutions to BSDEs with reflections (Q2485839) (← links)
• Reflected BSDEs with nonpositive jumps, and controller-and-stopper games (Q2512848) (← links)
• Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier (Q2575557) (← links)
• Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition (Q2654210) (← links)
• Predictable solution for reflected BSDEs when the obstacle is not right-continuous (Q2660766) (← links)
• Averaging principle for backward stochastic differential equations (Q2662996) (← links)
• Reflected BSDEs with two completely separated barriers and regulated trajectories in general filtration (Q2671494) (← links)
• Viscosity solutions of system of PDEs with interconnected obstacles and nonlinear Neumann boundary conditions (Q2685236) (← links)
• Reflected BSDE's with discontinuous barrier and time delayed generators (Q2786476) (← links)
• Reflected backward SDEs with general jumps (Q2811894) (← links)
• Finite-horizon optimal multiple switching with signed switching costs (Q2833110) (← links)
• Reflected BSDEs when the obstacle is not right-continuous in a general filtration (Q2974529) (← links)
• Lp -solution of reflected generalized BSDEs with non-Lipschitz coefficients (Q3077699) (← links)
• OPTIMAL MULTI-MODES SWITCHING PROBLEM IN INFINITE HORIZON (Q3578408) (← links)
• American options in an imperfect complete market with default (Q4615505) (← links)
• (Q4989417) (← links)
• Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem (Q5021120) (← links)
• Reflected and doubly reflected BSDEs driven by RCLL martingales (Q5038443) (← links)
• Optimal stochastic impulse control with random coefficients and execution delay (Q5085830) (← links)
• Strong snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale (Q5086484) (← links)
• On a switching control problem with càdlàg costs (Q5086897) (← links)
• Infinite horizon reflected backward stochastic differential equations with Markov chains (Q5160260) (← links)
• Doubly reflected BSDEs with call protection and their approximation (Q5174372) (← links)
• ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT (Q5193008) (← links)
• An Overview of Viscosity Solutions of Path-Dependent PDEs (Q5374169) (← links)
• Reflected backward stochastic differential equations with two RCLL barriers (Q5429586) (← links)
• REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS (Q5851002) (← links)
• Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle (Q6062261) (← links)
• Mean-field reflected backward stochastic differential equations (Q6109917) (← links)
• Irregular barrier reflected BSDEs driven by a Lévy process (Q6135043) (← links)
• Reflected backward stochastic difference equations and optimal stopping problems under \(g\)-expectation (Q6137386) (← links)
• Reflected generalized discontinuous BSDEs with rcll barrier and an obstacle problem of IPDE with nonlinear Neumann boundary conditions (Q6157630) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• Doubly reflected BSDEs with stochastic quadratic growth: around the predictable obstacles (Q6171670) (← links)
• Dynamic programming approach to reflected backward stochastic differential equations (Q6177510) (← links)
• Wellposedness of second order reflected BSDEs: A new formulation (Q6198002) (← links)
• Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient (Q6540653) (← 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)
• Reflected backward stochastic differential equations driven by \(G\)-Brownian motion under monotonicity condition (Q6556252) (← links)
• Infinite horizon impulse control of stochastic functional differential equations driven by Lévy processes (Q6647795) (← links)
• A note on reflected BSDEs in infinite horizon with stochastic Lipschitz coefficients (Q6668705) (← links)