Pages that link to "Item:Q388138"
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The following pages link to Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time (Q388138):
Displaying 8 items.
- Switching problem and related system of reflected backward SDEs (Q963029) (← links)
- Switching problems with controlled randomisation and associated obliquely reflected BSDEs (Q2066958) (← links)
- Reflected BSDEs with jumps in time-dependent convex càdlàg domains (Q2229552) (← links)
- A note on FBSDE characterization of mean exit times (Q2272016) (← 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)
- Systems of BSDES with oblique reflection and related optimal switching problems (Q5228832) (← links)