Funder
National Science Foundation
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Analysis
Reference48 articles.
1. Bénézet, C., Chassagneux, J.-F., Richou, A.: Switching problems with controlled randomisation and associated obliquely reflected BSDEs. Stochastic Process. Appl. 144, 23–71 (2022)
2. Bismut, J.-M.: Théorie probabiliste du contrôle des diffusions. Mem. Am. Math. Soc. 4(167), xiii+130 (1976)
3. Blache, F.: Backward stochastic differential equations on manifolds. Probab. Theory Relat. Fields 132(3), 391–437 (2005)
4. Blache, F.: Backward stochastic differential equations on manifolds. II. Probab. Theory Relat. Fields 136(2), 234–262 (2006)
5. Bouleau, N.: Formules de changement de variables. Ann. Inst. H. Poincaré Probab. Stat. 20(2), 133–145 (1984)
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
1. Multi-dimensional BSDEs with mean reflection;Electronic Journal of Probability;2023-01-01