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Reflected Diffusion Processes with Jumps
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  • 2004Optimal Control Problem Associated with Jump Processes33 cited
  • 2008Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes32 cited
  • 2010Optimal portfolios of a small investor in a limit order market: a shadow price approach31 cited
  • 2009Ergodic BSDEs and related PDEs with Neumann boundary conditions30 cited
  • 2003Penalization methods for reflecting stochastic differential equations with jumps28 cited
  • 1992Singular ergodic control for multidimensional Gaussian processes28 cited
  • 2006Generalized BSDE driven by a Lévy process27 cited
  • 2012Weak and strong approximations of reflected diffusions via penalization methods22 cited
  • 2013The optimal control problem associated with multi-valued stochastic differential equations with jumps19 cited
  • 2020Mean reflected stochastic differential equations with jumps19 cited

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