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 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 Doubly Reflected BSDEs and $\mathcal{E} ^{{f}}$-Dynkin games: beyond the right-continuous case

2018 ◽  
Vol 23 (0) ◽  
Author(s):  
Miryana Grigorova ◽  
Peter Imkeller ◽  
Youssef Ouknine ◽  
Marie-Claire Quenez
Keyword(s):  
Continuous Case ◽  
Dynkin Games ◽  
The Right ◽  
Reflected Bsdes

scholarly journals Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games

2021 ◽  
Vol 134 ◽  
pp. 208-239
Author(s):  
Tomasz Klimsiak
Keyword(s):  
Dynkin Games ◽  
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

Dynkin Games via Dirichlet Forms and Singular Control of One-Dimensional Diffusions

2002 ◽  
Vol 41 (3) ◽  
pp. 682-699 ◽  
Author(s):  
Masatoshi Fukushima ◽  
Michael Taksar
Keyword(s):  
Singular Control ◽  
Dirichlet Forms ◽  
One Dimensional ◽  
Dynkin Games

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
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