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20132026
most citedA Weak Dynamic Programming Principle for Combined Optimal Stopping and Stochastic Control with - expectations

4 citations · 21 across the 17 of their papers we have counts for

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Showing 2016 · math.PRShow all

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math.PR2016★ 1 cited

BSDEs with nonlinear weak terminal condition

Roxana Dumitrescu

In a recent paper, Bouchard, Elie and Reveillac \cite{BER} have studied a new class of Backward Stochastic Differential Equations with weak terminal condition, for which the -te…