SZodixStudyAcademic Library

Shelves Open access

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

General existence results for reflected BSDE and BSDE · Study

ArticleShelves

ArticleGeneral existence results for reflected BSDE and BSDE

El Hassan Essaky2011

OA

Articlebronze2011

General existence results for reflected BSDE and BSDE

El Hassan Essaky · Mohammed Hassani

25 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 — 25 citations exist upstream.

References

1990Adapted solution of a backward stochastic differential equation 1997Backward Stochastic Differential Equations in Finance 2005Backward stochastic differential equations and quasilinear parabolic partial differential equations 2000Backward stochastic differential equations and partial differential equations with quadratic growth 1997Reflected solutions of backward SDE's, and related obstacle problems for PDE's 2003Lp solutions of backward stochastic differential equations 1997Backward stochastic differential equations with continuous coefficient 1995Zero-sum stochastic differential games and backward equations

Related works

Explore the map →

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

2018Existence and uniqueness results for BSDE with jumps: the whole nine yardsarticle · 11 shared references 2006Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generatorarticle · 11 shared references 2015Lp solutions of multidimensional BSDEs with weak monotonicity and general growth generatorsarticle · 11 shared references 2015Bounded solutions, Lp(p>1) solutions and L1 solutions for one dimensional BSDEs under general assumptionsarticle · 10 shared references 2016Quadratic Reflected BSDEs with Unbounded Obstaclespreprint · 9 shared references 2005Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumpsarticle · 9 shared references

Details

Year2011

Typearticle

Published2011-04-24

VenueBulletin des Sciences Mathématiques

ISSN-L0007-4497

Languageen

Citations25

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1016/j.bulsci.2011.04.003

openalex_workW2964160724

Links

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