SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Reflected BSDEs and mixed game problem · Study

ArticleShelves

ArticleReflected BSDEs and mixed game problem

Saïd Hamadène2000

OA

Articlebronze2000

Reflected BSDEs and mixed game problem

Saïd Hamadène · J. P. Lepeltier

136 citations·0/0 files stored·Stochastic Processes and their Applications

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Nonlinear Partial Differential Equations Game Theory and Applications

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 136 citations exist upstream.

References

2007Brownian Motion and Stochastic Calculus 1999Continuous Martingales and Brownian Motion 1990Adapted solution of a backward stochastic differential equation 1997Reflected solutions of backward SDE's, and related obstacle problems for PDE's 1981Les Aspects Probabilistes Du Controle Stochastique 1996Backward stochastic differential equations with reflection and Dynkin games 1995Zero-sum stochastic differential games and backward equations 1970Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems

Cited by

2010Switching problem and related system of reflected backward SDEs 2006Mixed Zero-Sum Stochastic Differential Game and American Game Options 2005The smallest g-supermartingale and reflected BSDE with single and double L2L2 obstacles 2008Pricing Asset Scheduling Flexibility using Optimal Switching 2004BSDEs with two reflecting barriers : the general result 2008

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2002Reflected BSDE's with discontinuous barrier and applicationarticle · 9 shared references 2006Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generatorarticle · 8 shared references 2006Mixed Zero-Sum Stochastic Differential Game and American Game Optionsarticle · 7 shared references 2006BSDEs with two reflecting barriers driven by a Brownian motion and Poisson noise and related Dynkin gamearticle · 7 shared references 2005Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficientarticle · 7 shared references 2010Reflected BSDE with a constraint and its applications in an incomplete marketarticle · 7 shared references

Details

Year2000

Typearticle

Published2000-02-01

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations136

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1016/s0304-4149(99)00072-1

openalex_workW1969944159

Links

Imported from OpenAlex (CC0) — nothing here is generated.

Martingale approach to stochastic differential games of control and stopping

2016Reflected Backward SDEs with General Jumps

2008Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton–Jacobi–Bellman Equation