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Citation(s) in
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4
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2021 (3)
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Cited by Other Article(s)
1
Marzougue M
. Monotonic limit theorem for BSDEs with regulated trajectories.
Stat Probab Lett
2021. [DOI:
10.1016/j.spl.2021.109151
]
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Citation(s) in
RCA
: 1
]
[
Impact Index Per Article: 0.3
]
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Reference Citation Analysis
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[Indexed: 10/21/2022]
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2
Klimsiak T
, Rzymowski M. Reflected BSDEs with two optional barriers and monotone coefficient on general filtered space.
ELECTRON J PROBAB
2021. [DOI:
10.1214/21-ejp655
]
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Citation(s) in
RCA
: 2
]
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Impact Index Per Article: 0.7
]
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[Indexed: 11/19/2022]
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Affiliation(s)
Tomasz Klimsiak
Institute of Mathematics, Polish Academy of Sciences, Poland
Maurycy Rzymowski
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3
BSDEs with jumps and two completely separated irregular barriers in a general filtration.
LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS
2021. [DOI:
10.30757/alea.v18-28
]
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Citation(s) in
RCA
: 2
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Impact Index Per Article: 0.7
]
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[Indexed: 11/25/2022]
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4
Marzougue M
. A note on optional Snell envelopes and reflected backward SDEs.
Stat Probab Lett
2020. [DOI:
10.1016/j.spl.2020.108833
]
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Citation(s) in
RCA
: 7
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Impact Index Per Article: 1.8
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[Indexed: 12/01/2022]
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