Pages that link to "Item:Q2041000"

The following pages link to Optimal stopping of marked point processes and reflected backward stochastic differential equations (Q2041000):

Displaying 9 items.

• Representation of non-Markovian optimal stopping problems by constrained BSDEs with a single jump (Q287772) (← links)
• \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
• Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (Q2309600) (← links)
• Optimal stopping of Markov processes: Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives (Q4506926) (← links)
• Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle (Q6062261) (← links)
• Reflected backward stochastic differential equations associated to jump Markov processes and application to partial differential equations (Q6111874) (← links)
• Generalized BSDE and reflected BSDE with random time horizon (Q6164927) (← links)
• Reflections on BSDEs (Q6545184) (← links)
• Mean reflected BSDE driven by a marked point process and application in insurance risk management (Q6582307) (← links)