Pages that link to "Item:Q1688029"

The following pages link to Reflected BSDEs when the obstacle is not right-continuous and optimal stopping (Q1688029):

Displaying 50 items.

• A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations (Q1635964) (← links)
• Reflected BSDEs with optional barrier in a general filtration (Q1715756) (← links)
• Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case (Q1722018) (← links)
• Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games (Q2021394) (← links)
• Optimal stopping of marked point processes and reflected backward stochastic differential equations (Q2041000) (← links)
• Reflected BSDEs with two optional barriers and monotone coefficient on general filtered space (Q2042776) (← links)
• American options in nonlinear markets (Q2042845) (← links)
• Two-barriers reflected backward doubly SDEs beyond right continuity (Q2101309) (← links)
• Doubly reflected backward stochastic differential equations in the predictable setting (Q2116473) (← links)
• Backward stochastic differential equations with mean reflection and two constraints (Q2123434) (← links)
• Reflected BSDEs in non-convex domains (Q2159261) (← links)
• RBSDEs with optional barriers: monotone approximation (Q2165734) (← links)
• A note on optional Snell envelopes and reflected backward SDEs (Q2197605) (← links)
• On the strict value of the non-linear optimal stopping problem (Q2201525) (← links)
• Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions (Q2209741) (← links)
• On reflected stochastic differential equations driven by regulated semimartingales (Q2216980) (← links)
• American options in a non-linear incomplete market model with default (Q2239267) (← links)
• Monotonic limit theorem for BSDEs with regulated trajectories (Q2244479) (← links)
• Reflected backward stochastic differential equations with two optional barriers (Q2287838) (← links)
• Optimal stopping with \(f\)-expectations: the irregular case (Q2301478) (← links)
• \(\mathbb{L}^2\)-solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method (Q2321007) (← links)
• BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient (Q2415412) (← links)
• Reflected BSDEs with regulated trajectories (Q2419968) (← links)
• Predictable solution for reflected BSDEs when the obstacle is not right-continuous (Q2660766) (← links)
• On reflection with two-sided jumps (Q2664523) (← links)
• Reflected BSDEs with two completely separated barriers and regulated trajectories in general filtration (Q2671494) (← links)
• Reflected BSDEs when the obstacle is not right-continuous in a general filtration (Q2974529) (← 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)
• Strong snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale (Q5086484) (← links)
• Reflected backward doubly stochastic differential equations with discontinuous barrier (Q5086528) (← links)
• European Options in a Nonlinear Incomplete Market Model with Default (Q5131411) (← links)
• 𝕃^<i>p</i> solutions of reflected backward stochastic differential equations with jumps (Q5140349) (← links)
• Nonlinear BSDEs with two optional Doob's class barriers satisfying weak Mokobodzki's condition and extended Dynkin games (Q6058510) (← links)
• Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle (Q6062261) (← links)
• A new Mertens decomposition of \(\mathscr{Y}^{g , \xi} \)-submartingale systems. Application to BSDEs with weak constraints at stopping times (Q6072905) (← links)
• Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process (Q6105320) (← 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)
• Irregular barrier reflected BSDEs driven by a Lévy process (Q6135043) (← links)
• Backward doubly-stochastic differential equations with mean reflection (Q6149345) (← links)
• Optimal stopping in predictable setting (Q6149348) (← links)
• Optimal multiple stopping problem under nonlinear expectation (Q6159382) (← links)
• Generalized BSDE and reflected BSDE with random time horizon (Q6164927) (← 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)
• Multi-dimensional reflected backward stochastic differential equations driven by \(G\)-Brownian motion with diagonal generators (Q6592150) (← links)
• Optimal stopping: Bermudan strategies meet non-linear evaluations (Q6595719) (← links)
• Penalization schemes for BSDEs and reflected BSDEs with generalized driver (Q6612335) (← links)