Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization,Modeling and Simulation,Numerical Analysis
Reference38 articles.
1. Aazizi, S., El Mellali, T., Fakhouri, I., Ouknine, Y.: Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections. Stat. Probab. Lett. 137, 70–78 (2018)
2. Aazizi, S., Fakhouri, I.: Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time. Bull. Sci. Math. 137(4), 523–540 (2013)
3. Aman, A.:
$${\mathbb{L}}^p$$
L
p
-solution of reflected generalized BSDEs with non-Lipschitz coefficients. Random Oper. Stoch. Equ. 17, 201–219 (2009)
4. Barles, G., Buckdahn, R., Pardoux, E.: Backward stochastic differential equations and integral-partial differential equations. Stoch. Int. J. Probab. Stoch. Process. 60, 57–83 (1997)
5. Bouchard, B., Possamai, D., Tan, X., Zhou, C.: A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations. Ann. Inst. H. Poincaré Probab. Stat. 54(1), 154–172 (2018)
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献