SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

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

Reflected backward stochastic differential equation with jumps and RCLL obstacle · Study

ArticleShelves

ArticleReflected backward stochastic differential equation with jumps and RCLL obstacle

El Hassan Essaky2008

OA

Articlebronze2008

Reflected backward stochastic differential equation with jumps and RCLL obstacle

El Hassan Essaky

88 citations·0/0 files stored·Bulletin des Sciences Mathématiques

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 Differential Equations Analysis Fuzzy Systems and Optimization

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 — 88 citations exist upstream.

References

2005Stochastic Integration and Differential Equations 1990Adapted solution of a backward stochastic differential equation 1997Backward Stochastic Differential Equations in Finance 1990Stochastic Integration and Differential Equations 2005Backward stochastic differential equations and quasilinear parabolic partial differential equations 1997Reflected solutions of backward SDE's, and related obstacle problems for PDE's 1994Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps 1999Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob–Meyers type

Cited by

2017Reflected BSDEs when the obstacle is not right-continuous and optimal stopping 2015Feynman–Kac representation for Hamilton–Jacobi–Bellman IPDE 2013On the Multidimensional Controller-and-Stopper Games 2014Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps 2019Optimal stopping with f -expectations: The irregular case

Related works

Explore the map →

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

2009Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary conditionarticle · 10 shared references 2017Reflected BSDEs when the obstacle is not right-continuous and optimal stoppingarticle · 9 shared references 2011Backward Stochastic Differential Equation, Nonlinear Expectation and Their Applicationsother · 8 shared references 2016Reflected Backward SDEs with General Jumpsarticle · 8 shared references 2010Reflected BSDE with a constraint and its applications in an incomplete marketarticle · 7 shared references 2013BSDEs with jumps, optimization and applications to dynamic risk measuresarticle · 6 shared references

Details

Year2008

Typearticle

Published2008-04-04

VenueBulletin des Sciences Mathématiques

ISSN-L0007-4497

Languageen

Citations88

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1016/j.bulsci.2008.03.005

openalex_workW2048680917

Links

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

2009

Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition

2009BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game