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Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition

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Cited by

2009On Solutions of Backward Stochastic Volterra Integral Equations with Jumps in Hilbert Spaces43 cited
2009Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition39 cited
2008Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes

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32 cited