Pages that link to "Item:Q957529"
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The following pages link to Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison (Q957529):
Displaying 14 items.
- Asymptotic expansion for forward-backward SDEs with jumps (Q5086422) (← links)
- Strong snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale (Q5086484) (← links)
- 𝕃<sup><i>p</i></sup> solutions of reflected backward stochastic differential equations with jumps (Q5140349) (← links)
- Infinite horizon reflected backward stochastic differential equations with Markov chains (Q5160260) (← links)
- BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART II: CVA (Q5175222) (← links)
- On the Compensator in the Doob--Meyer Decomposition of the Snell Envelope (Q5232208) (← links)
- The obstacle problem for semilinear parabolic partial integro-differential equations (Q5496375) (← links)
- Near-optimal control problems for forward-backward regime-switching systems (Q5854386) (← 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)
- Dynamic programming principle for one kind of stochastic recursive optimal control problem with Markovian switching (Q6556594) (← links)
- Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model (Q6588549) (← links)
- Two-player zero-sum stochastic differential games with regime switching and corresponding Hamilton-Jacobi-Bellman-Isaacs' equations (Q6599738) (← links)
