Reflected BSDEs with nonpositive jumps, and controller-and-stopper games

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Laboratoire de Probabilités et Modèles Aléatoires, CNRS, Université Paris Diderot, France ^{[1
]}

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Stoch. Processes Appl. | / 2卷 / 597-633期

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共 29 条

[21] Stopper vs. Singular Controller Games With Degenerate Diffusions
Bovo, Andrea
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APPLIED MATHEMATICS AND OPTIMIZATION, 2025, 91 (01):
[22] On Controller-Stopper Problems with Jumps and Their Applications to Indifference Pricing of American Options
Bayraktar, Erhan
Zhou, Zhou
SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2014, 5 (01): : 20 - 49
[23] Doubly reflected generalized BSDEs with jumps and an obstacle problem of parabolic IPDEs with nonlinear Neumann boundary conditions
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El Otmani, Mohamed
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[24] Nonzero-Sum Stochastic Differential Games Between an Impulse Controller and a Stopper
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Davide De Santis
Journal of Optimization Theory and Applications, 2020, 186 : 688 - 724
[25] Nonzero-Sum Stochastic Differential Games Between an Impulse Controller and a Stopper
Campi, Luciano
De Santis, Davide
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2020, 186 (02) : 688 - 724
[26] Doubly Reflected BSDEs and εf-Dynkin games: beyond the right-continuous case
Grigorova, Miryana
Imkeller, Peter
Ouknine, Youssef
Quenez, Marie-Claire
ELECTRONIC JOURNAL OF PROBABILITY, 2018, 23 : 1 - 38
[27] ZERO-SUM STOPPER VERSUS SINGULAR-CONTROLLER GAMES WITH CONSTRAINED CONTROL DIRECTIONS
Bovo, Andrea
De Angelis, Tiziano
Palczewski, Jan
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2024, 62 (04) : 2203 - 2228
[28] Variational Inequalities on Unbounded Domains for Zero-Sum Singular Controller vs. Stopper Games
Bovo A.
De Angelis T.
Issoglio E.
Mathematics of Operations Research, 2024, 1
[29] L2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mathbb {L}^2$$\end{document}-solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method
Imade Fakhouri
Youssef Ouknine
SeMA Journal, 2019, 76 (1) : 37 - 63

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