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ArticleBSDEs with monotone generator and two irregular reflecting barriers

Tomasz Klimsiak2012

OA

Articlebronze2012

BSDEs with monotone generator and two irregular reflecting barriers

Tomasz Klimsiak

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

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Stochastic processes and financial applications Nonlinear Partial Differential Equations Fuzzy Systems and Optimization

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References

2005Stochastic Integration and Differential Equations 1990Adapted solution of a backward stochastic differential equation 1997Reflected solutions of backward SDE's, and related obstacle problems for PDE's 2003Lp solutions of backward stochastic differential equations 1999Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob–Meyers type 1996Backward stochastic differential equations with reflection and Dynkin games 2002Reflected BSDE's with discontinuous barrier and application 2000Reflected BSDEs and mixed game problem

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2015Reflected BSDEs on filtered probability spaces 2018Reflected BSDEs with regulated trajectories 2017Lp solutions of backward stochastic differential equations with jumps

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Year2012

Typearticle

Published2012-06-16

VenueBulletin des Sciences Mathématiques

ISSN-L0007-4497

Languageen

Citations47

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.bulsci.2012.06.006

openalex_workW2091509109

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