Pages that link to "Item:Q5950196"
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The following pages link to Reflected forward-backward SDEs and obstacle problems with boundary conditions (Q5950196):
Displaying 38 items.
- Numerical solution of variational inequalities: localization with Dirichlet conditions (Q380731) (← links)
- Reflected generalized BSDEs with random time and applications (Q380746) (← links)
- Stochastic variational inequality and reflected BSDE with single \(L^2\) obstacle (Q388750) (← links)
- Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection (Q402722) (← links)
- Doubly reflected BSDEs driven by a Lévy process (Q425969) (← links)
- Reflected backward stochastic differential equations with time delayed generators (Q433591) (← links)
- Stochastic representations of derivatives of solutions of one-dimensional parabolic variational inequalities with Neumann boundary conditions (Q537129) (← links)
- Existence and uniqueness of bounded weak solutions of a semilinear parabolic PDE (Q616266) (← links)
- Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers (Q839520) (← links)
- SDEs with oblique reflections on nonsmooth domains (Q948751) (← links)
- Error estimates for binomial approximations of game options (Q997959) (← links)
- Defaultable game options in a hazard process model (Q1039923) (← links)
- On variant reflected backward SDEs, with applications (Q1039926) (← links)
- Backward stochastic differential equations with constraints on the gains-process (Q1307453) (← links)
- Numerical scheme for Dynkin games under model uncertainty (Q1663906) (← links)
- A partial introduction to financial asset pricing theory. (Q1879511) (← links)
- Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs (Q1950719) (← links)
- Reflected backward stochastic differential equation with rank-based data (Q2042035) (← links)
- A representation theorem approach to probabilistic interpretation for viscosity solutions of Isaacs equations (Q2079550) (← links)
- Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient (Q2485475) (← links)
- Representations and regularities for solutions to BSDEs with reflections (Q2485839) (← links)
- Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality (Q2515304) (← links)
- Multi-dimensional path-dependent forward-backward stochastic variational inequalities (Q2687736) (← links)
- Existence, Characterization, and Approximation in the Generalized Monotone-Follower Problem (Q2957558) (← links)
- Infinite Horizon Reflected Backward SDEs with Jumps and RCLL Obstacle (Q3423715) (← links)
- Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition (Q3423724) (← links)
- A discrete-time approximation for doubly reflected BSDEs (Q3625648) (← links)
- Forward-Backward Stochastic Differential Equations Generated by Bernstein Diffusions (Q4981996) (← links)
- Generalized mean-field backward stochastic differential equations and related partial differential equations (Q5014759) (← links)
- A kind of stochastic recursive Zero-Sum differential game problem with double obstacles constraint (Q5078029) (← links)
- Quadratic reflected BSDEs and related obstacle problems for PDEs (Q5085597) (← links)
- A probabilistic approach to quasilinear parabolic PDEs with obstacle and Neumann problems (Q5110218) (← links)
- A stochastic approach to a new type of parabolic variational inequalities (Q5265795) (← links)
- Generalized BSDE with two reflecting barriers (Q5324871) (← links)
- Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps (Q5697668) (← links)
- Forward-backward stochastic differential equations: initiation, development and beyond (Q6164084) (← links)
- One-dimensional McKean-Vlasov stochastic variational inequalities and coupled BSDEs with locally Hölder noise coefficients (Q6204187) (← links)
- On the relationship between viscosity and distribution solutions for nonlinear Neumann type PDEs: the probabilistic approach (Q6667554) (← links)
