Pages that link to "Item:Q1640928"
From MaRDI portal
The following pages link to Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections (Q1640928):
Displaying 12 items.
- Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time (Q388138) (← links)
- Switching problem and related system of reflected backward SDEs (Q963029) (← links)
- Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems (Q2010492) (← links)
- Switching problems with controlled randomisation and associated obliquely reflected BSDEs (Q2066958) (← links)
- Systems of reflected BSDEs with interconnected bilateral obstacles: existence, uniqueness and applications (Q2183081) (← links)
- Reflected BSDEs with jumps in time-dependent convex càdlàg domains (Q2229552) (← links)
- A balance sheet optimal multi-modes switching problem (Q2307822) (← links)
- \(\mathbb{L}^2\)-solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method (Q2321007) (← links)
- Multi-dimensional BSDE with oblique reflection and optimal switching (Q2380763) (← links)
- BSDE representations for optimal switching problems with controlled volatility (Q5170133) (← links)
- Systems of BSDES with oblique reflection and related optimal switching problems (Q5228832) (← links)
- Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient (Q6540653) (← links)
