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## Reflected backward stochastic differential equations with two RCLL barriers

ESAIM: PS, 11 (2007) 3-22
Published online: 2007-03-01

## 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

## 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

## Mean Field Games with Singular Controls of Bounded Velocity

Xin Guo and Joon Seok Lee
SSRN Electronic Journal (2017)
DOI: 10.2139/ssrn.2932277

## 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

## 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

## BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game

Stochastic Processes and their Applications 119 (9) 2881 (2009)
DOI: 10.1016/j.spa.2009.03.004

## 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

## 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

## 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

## 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

## 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

## 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

## 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

## 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

## 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

## 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

Advances in Dynamic Games 83 (2011)
DOI: 10.1007/978-0-8176-8089-3_5

## 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

## 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