✦ LIBER ✦

Representations and regularities for solutions to BSDEs with reflections

✍ Scribed by Jin Ma; Jianfeng Zhang

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Reflected solutions of generalized antic

✍ Xiaoming Xu 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 224 KB

Reflected and doubly reflected BSDEs for

✍ Qing Zhou 📂 Article 📅 2010 🏛 Institute of Applied Mathematics, Chinese Academy 🌐 English ⚖ 231 KB

Regularity of solutions to regular shock

✍ Myoungjean Bae; Gui-Qiang Chen; Mikhail Feldman 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 479 KB

Convexity bounds for BSDE solutions, wit

✍ Christoph Frei; Semyon Malamud; Martin Schweizer 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 537 KB

Existence, minimality and approximation

✍ Patrick Cheridito; Mitja Stadje 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 298 KB

Stochastic Equations with Delay: Optimal

✍ Fuhrman, Marco; Masiero, Federica; Tessitore, Gianmario 📂 Article 📅 2010 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 334 KB