Reflected solutions of generalized anticipated BSDEs and application to reflected BSDEs with functional barrier

2012 ◽  
Vol 82 (6) ◽  
pp. 1185-1192 ◽  
Author(s):  
Xiaoming Xu
Keyword(s):  
Reflected Bsdes

A general comparison theorem for reflected BSDEs

2021 ◽  
pp. 109058
Author(s):  
Mun-Chol Kim ◽  
Hun O
Keyword(s):  
Comparison Theorem ◽  
Reflected Bsdes

Solving the double barrier reflected BSDEs via penalization method

2016 ◽  
Vol 110 ◽  
pp. 74-83 ◽  
Author(s):  
Min Li ◽  
Yufeng Shi
Keyword(s):  
Double Barrier ◽  
Penalization Method ◽  
Reflected Bsdes

scholarly journals Double-barriers-reflected BSDEs with jumps and viscosity solutions of parabolic integrodifferential PDEs

2005 ◽  
Vol 2005 (1) ◽  
pp. 37-53 ◽  
Author(s):  
N. Harraj ◽  
Y. Ouknine ◽  
I. Turpin
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Viscosity Solutions ◽  
Backward Stochastic Differential Equations ◽  
Probabilistic Interpretation ◽  
Reflected Bsdes

We give a probabilistic interpretation of the viscosity solutions of parabolic integrodifferential partial equations with two obstacles via the solutions of forward-backward stochastic differential equations with jumps.

Quadratic reflected BSDEs and related obstacle problems for PDEs

2018 ◽  
Vol 49 (3) ◽  
pp. 567-589 ◽  
Author(s):  
Zongyuan Huang ◽  
Haiyang Wang ◽  
Zhen Wu ◽  
Zhiyong Yu
Keyword(s):  
Obstacle Problems ◽  
Reflected Bsdes

scholarly journals Reflected and doubly reflected BSDEs with jumps: A priori estimates and comparison

2008 ◽  
Vol 18 (5) ◽  
pp. 2041-2069 ◽  
Author(s):  
Stéphane Crépey ◽  
Anis Matoussi
Keyword(s):  
A Priori Estimates ◽  
A Priori ◽  
Priori Estimates ◽  
Reflected Bsdes

scholarly journals Doubly reflected BSDEs with integrable parameters and related Dynkin games

2015 ◽  
Vol 125 (12) ◽  
pp. 4489-4542 ◽  
Author(s):  
Erhan Bayraktar ◽  
Song Yao
Keyword(s):  
Dynkin Games ◽  
Reflected Bsdes

scholarly journals Some results on general quadratic reflected BSDEs driven by a continuous martingale

2014 ◽  
Vol 124 (3) ◽  
pp. 1275-1302
Author(s):  
Arnaud Lionnet
Keyword(s):  
Reflected Bsdes

scholarly journals Generalized Dynkin games and doubly reflected BSDEs with jumps

2016 ◽  
Vol 21 (0) ◽  
Author(s):  
Roxana Dumitrescu ◽  
Marie-Claire Quenez ◽  
Agnès Sulem
Keyword(s):  
Dynkin Games ◽  
Reflected Bsdes

scholarly journals Discrete-time approximation for continuously and discretely reflected BSDEs

2008 ◽  
Vol 118 (12) ◽  
pp. 2269-2293 ◽  
Author(s):  
Bruno Bouchard ◽  
Jean-François Chassagneux
Keyword(s):  
Discrete Time ◽  
Time Approximation ◽  
Discrete Time Approximation ◽  
Reflected Bsdes

scholarly journals Reflected BSDEs with two optional barriers and monotone coefficient on general filtered space

2021 ◽  
Vol 26 (none) ◽  
Author(s):  
Tomasz Klimsiak ◽  
Maurycy Rzymowski
Keyword(s):  
Monotone Coefficient ◽  
Reflected Bsdes
Sign in / Sign up

Export Citation Format

Share Document