Pages that link to "Item:Q674517"

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

Displaying 50 items.

• Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition (Q2654210) (← links)
• Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections (Q2664540) (← links)
• Reflected BSDEs with two completely separated barriers and regulated trajectories in general filtration (Q2671494) (← links)
• Reflected BSDE's with discontinuous barrier and time delayed generators (Q2786476) (← links)
• <i>L</i>^<i>p</i>solutions of anticipated backward stochastic differential equations under monotonicity and general increasing conditions (Q2803517) (← links)
• Reflected backward SDEs with general jumps (Q2811894) (← links)
• Reflected BSDE of Wiener-Poisson type in time-dependent domains (Q2811918) (← links)
• Anticipated Backward Stochastic Differential Equation with Reflection (Q2816697) (← links)
• DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK (Q3005840) (← links)
• Law of large numbers under the nonlinear expectation (Q3093460) (← links)
• <i>L</i>^<i>p</i>-Solutions for Doubly Reflected Backward Stochastic Differential Equations (Q3114564) (← links)
• Numerical Method for Reflected Backward Stochastic Differential Equations (Q3114568) (← links)
• Optimal stopping games in models with various information flows (Q3383685) (← links)
• Control-Stopping Games for Market Microstructure and Beyond (Q3387925) (← links)
• Infinite Horizon Reflected Backward SDEs with Jumps and RCLL Obstacle (Q3423715) (← links)
• Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition (Q3423724) (← links)
• Pricing Israeli options: a pathwise approach (Q3429336) (← links)
• A discrete-time approximation for doubly reflected BSDEs (Q3625648) (← links)
• BSDE Approach for Dynkin Game and American Game Option (Q4558896) (← links)
• Infinite horizon impulse control problem with continuous costs, numerical solutions (Q4584684) (← links)
• Game Options in an Imperfect Market with Default (Q4607043) (← links)
• Endogenous Formation of Limit Order Books: Dynamics Between Trades (Q4641739) (← links)
• Backward SDEs with two barriers and continuous coefficient: an existence result (Q4819445) (← links)
• A zero-sum competitive multi-player game (Q4898891) (← links)
• Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational Inequality (Q4920251) (← links)
• (Q4989417) (← links)
• Reflected and doubly reflected BSDEs driven by RCLL martingales (Q5038443) (← links)
• (Q5043554) (← links)
• A kind of stochastic recursive Zero-Sum differential game problem with double obstacles constraint (Q5078029) (← links)
• Reflected BSDEs with jumps and two <i>rcll</i> barriers under stochastic Lipschitz coefficient (Q5079193) (← links)
• Infinite horizon impulse control problem with jumps and continuous switching costs (Q5084316) (← links)
• (Q5085895) (← links)
• Discounted optimal stopping problems in continuous hidden Markov models (Q5086908) (← links)
• Infinite horizon reflected backward stochastic differential equations with Markov chains (Q5160260) (← links)
• Zero-Sum Markov Games with Impulse Controls (Q5218228) (← links)
• Reflected BSDEs with general filtration and two completely separated barriers (Q5227576) (← links)
• Dynkin Games with Poisson Random Intervention Times (Q5232251) (← links)
• Nash Equilibrium Payoffs for Stochastic Differential Games with two Reflecting Barriers (Q5262445) (← links)
• Generalized BSDE with two reflecting barriers (Q5324871) (← links)
• The Existence of Game Value for Path-dependent Stochastic Differential Game (Q5348479) (← links)
• Reflected backward stochastic differential equations with two RCLL barriers (Q5429586) (← links)
• Approximation Scheme for Solutions of BSDEs with Two Reflecting Barriers (Q5443465) (← links)
• Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps (Q5697668) (← links)
• Game approach to the optimal stopping problem† (Q5711150) (← links)
• Application of doubly reflected BSDEs to an impulse control problem (Q5746729) (← links)
• Some Results on Reflected Forward-Backward Stochastic differential equations (Q5859044) (← links)
• Discounted optimal stopping problems in first-passage time models with random thresholds (Q5868524) (← links)
• One dimensional reflected BSDEs with two barriers under logarithmic growth and applications (Q5871413) (← links)
• Dynkin games in a general framework (Q5891431) (← links)
• Nonlinear BSDEs with two optional Doob's class barriers satisfying weak Mokobodzki's condition and extended Dynkin games (Q6058510) (← links)