The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).
Cited article:
Jean-Pierre Lepeltier, Mingyu Xu
ESAIM: PS, 11 (2007) 3-22
Published online: 2007-03-01
This article has been cited by the following article(s):
Reflected backward stochastic difference equations and optimal stopping problems under g-expectation
Lifen An, Samuel N. Cohen and Shaolin Ji
Electronic Journal of Probability 28 (none) (2023)
DOI: 10.1214/23-EJP989
See this article
Optimal Stopping of Marked Point Processes and Reflected Backward Stochastic Differential Equations
Nahuel Foresta
Applied Mathematics & Optimization 83 (3) 1219 (2021)
DOI: 10.1007/s00245-019-09585-y
See this article
Reflected BSDEs with two optional barriers and monotone coefficient on general filtered space
Tomasz Klimsiak and Maurycy Rzymowski
Electronic Journal of Probability 26 (none) (2021)
DOI: 10.1214/21-EJP655
See this article
Reflected backward stochastic differential equations with two optional barriers
Tomasz Klimsiak, Maurycy Rzymowski and Leszek Słomiński
Bulletin des Sciences Mathématiques 158 102820 (2020)
DOI: 10.1016/j.bulsci.2019.102820
See this article
Numerical Algorithms for Reflected Anticipated Backward Stochastic Differential Equations with Two Obstacles and Default Risk
Jingnan Wang and Ralf Korn
Risks 8 (3) 72 (2020)
DOI: 10.3390/risks8030072
See this article
Reflected BSDEs with regulated trajectories
Tomasz Klimsiak, Maurycy Rzymowski and Leszek Słomiński
Stochastic Processes and their Applications 129 (4) 1153 (2019)
DOI: 10.1016/j.spa.2018.04.011
See this article
Reflected and Doubly Reflected Backward Stochastic Differential Equations with Time-Delayed Generators
Monia Karouf
Journal of Theoretical Probability 32 (1) 216 (2019)
DOI: 10.1007/s10959-018-0829-x
See this article
Doubly Reflected BSDEs and $\mathcal{E} ^{{f}}$-Dynkin games: beyond the right-continuous case
Miryana Grigorova, Peter Imkeller, Youssef Ouknine and Marie-Claire Quenez
Electronic Journal of Probability 23 (none) (2018)
DOI: 10.1214/18-EJP225
See this article
Mean Field Games with Singular Controls of Bounded Velocity
Xin Guo and Joon Seok Lee
SSRN Electronic Journal (2017)
DOI: 10.2139/ssrn.2932277
See this article
Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles
Roxana Dumitrescu and Céline Labart
Journal of Mathematical Analysis and Applications 442 (1) 206 (2016)
DOI: 10.1016/j.jmaa.2016.03.044
See this article
Generalized Dynkin games and doubly reflected BSDEs with jumps
Roxana Dumitrescu, Marie-Claire Quenez and Agnès Sulem
Electronic Journal of Probability 21 (none) (2016)
DOI: 10.1214/16-EJP4568
See this article
Stochastic quadratic BSDE with two RCLL obstacles
E.H. Essaky, M. Hassani and Y. Ouknine
Stochastic Processes and their Applications 125 (6) 2147 (2015)
DOI: 10.1016/j.spa.2014.12.009
See this article
Stochastic Control Representations for Penalized Backward Stochastic Differential Equations
Gechun Liang
SIAM Journal on Control and Optimization 53 (3) 1440 (2015)
DOI: 10.1137/130942681
See this article
Reflected BSDEs on filtered probability spaces
Tomasz Klimsiak
Stochastic Processes and their Applications 125 (11) 4204 (2015)
DOI: 10.1016/j.spa.2015.06.006
See this article
Obstacle problem for semilinear parabolic equations with measure data
Tomasz Klimsiak and Andrzej Rozkosz
Journal of Evolution Equations 15 (2) 457 (2015)
DOI: 10.1007/s00028-014-0269-8
See this article
Second-order BSDEs with general reflection and game options under uncertainty
Anis Matoussi, Lambert Piozin and Dylan Possamaï
Stochastic Processes and their Applications 124 (7) 2281 (2014)
DOI: 10.1016/j.spa.2014.02.011
See this article
Numerical Method for Reflected Backward Stochastic Differential Equations
Miguel Martínez, Jaime San Martín and Soledad Torres
Stochastic Analysis and Applications 29 (6) 1008 (2011)
DOI: 10.1080/07362994.2011.610162
See this article
Advances in Dynamic Games
Saïd Hamadène and Hao Wang
Annals of the International Society of Dynamic Games, Advances in Dynamic Games 11 83 (2011)
DOI: 10.1007/978-0-8176-8089-3_5
See this article
Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers
Mingyu Xu
Journal of Computational and Applied Mathematics 236 (6) 1137 (2011)
DOI: 10.1016/j.cam.2011.07.035
See this article
Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis
S. Hamadène, M. Hassani and Y. Ouknine
Bulletin des Sciences Mathématiques 134 (8) 874 (2010)
DOI: 10.1016/j.bulsci.2010.03.001
See this article
BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game
S. Hamadène and H. Wang
Stochastic Processes and their Applications 119 (9) 2881 (2009)
DOI: 10.1016/j.spa.2009.03.004
See this article