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Reflected solutions of backward stochastic differential equations with continuous coefficient

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References

1990Adapted solution of a backward stochastic differential equation2,676 cited
1992Stochastic Differential Utility1,165 cited
1992Asset Pricing with Stochastic Differential Utility486 cited
1997Backward stochastic differential equations with continuous coefficient354 cited
1995Zero-sum stochastic differential games and backward equations235 cited
1987Stochastic differential equations for multi-dimensional domain with reflecting boundary229 cited
1992PDE solutions of stochastic differential utility123 cited

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2005Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions58 cited
2017Reflected solutions of backward stochastic differential equations driven by G-Brownian motion55 cited
2012BSDEs with monotone generator and two irregular reflecting barriers47 cited
2008Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes45 cited
2013Second order reflected backward stochastic differential equations39 cited
2012Reflected BSDEs with monotone generator38 cited
2016Quadratic Reflected BSDEs with Unbounded Obstacles30 cited
2012

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Lp solutions of reflected BSDEs under monotonicity condition

29 cited

2013Second order backward stochastic differential equations with quadratic growth29 cited

2011General existence results for reflected BSDE and BSDE25 cited