Citation map · Study

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

9 references·16 citing·33 second hop

FromToDepth

this work references cited by second hop

References

2007Brownian Motion and Stochastic Calculus7,421 cited
1999Continuous Martingales and Brownian Motion6,200 cited
1990Adapted solution of a backward stochastic differential equation2,676 cited
1997Reflected solutions of backward SDE's, and related obstacle problems for PDE's704 cited
1981Les Aspects Probabilistes Du Controle Stochastique448 cited
1996Backward stochastic differential equations with reflection and Dynkin games321 cited
1995Zero-sum stochastic differential games and backward equations235 cited
1970Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems164 cited
1995Backward equations, stochastic control and zero-sum stochastic differential games147 cited

Cited by

2010Switching problem and related system of reflected backward SDEs113 cited
2006Mixed Zero-Sum Stochastic Differential Game and American Game Options109 cited
2005The smallest g-supermartingale and reflected BSDE with single and double L2L2 obstacles108 cited
2008Pricing Asset Scheduling Flexibility using Optimal Switching91 cited
2004BSDEs with two reflecting barriers : the general result90 cited
2008

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Martingale approach to stochastic differential games of control and stopping

72 cited

2016Reflected Backward SDEs with General Jumps65 cited

2008Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton–Jacobi–Bellman Equation62 cited

2013On the Multidimensional Controller-and-Stopper Games62 cited

2006BSDEs with two reflecting barriers driven by a Brownian motion and Poisson noise and related Dynkin game57 cited

2017Reflected solutions of backward stochastic differential equations driven by G-Brownian motion55 cited

2005Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient51 cited

2012BSDEs with monotone generator and two irregular reflecting barriers47 cited

2013Dynkin's Games and Israeli Options45 cited

2016Generalized Dynkin games and doubly reflected BSDEs with jumps42 cited

2010Reflected BSDE with a constraint and its applications in an incomplete market40 cited