Pages that link to "Item:Q1941672"
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The following pages link to Constrained BSDEs, viscosity solutions of variational inequalities and their applications (Q1941672):
Displaying 8 items.
- Stochastic variational inequality and reflected BSDE with single \(L^2\) obstacle (Q388750) (← links)
- Superhedging under ratio constraint (Q1657512) (← links)
- Backward stochastic differential equations with subdifferential operator and related variational inequalities (Q1805783) (← links)
- Stochastic Bihari inequality and applications to BSDE (Q2124691) (← links)
- (Q5043153) (← links)
- Penalty method for portfolio selection with capital gains tax (Q6054372) (← links)
- Superhedging problem under ratio constraint: BSDE approaches with Malliavin calculus (Q6164098) (← links)
- On Z-mean reflected BSDEs (Q6201862) (← links)