Fu, Guanxing Extended mean field games with singular controls. (English) Zbl 1511.91014 SIAM J. Control Optim. 61, No. 1, 283-312 (2023). MSC: 91A16 91G10 93E20 60H30 PDFBibTeX XMLCite \textit{G. Fu}, SIAM J. Control Optim. 61, No. 1, 283--312 (2023; Zbl 1511.91014) Full Text: DOI arXiv
Karatzas, Ioannis; Yan, Minghan Semimartingales on rays, Walsh diffusions, and related problems of control and stopping. (English) Zbl 1478.60165 Stochastic Processes Appl. 129, No. 6, 1921-1963 (2019). MSC: 60H05 60G17 60G40 60H30 60J60 93E20 PDFBibTeX XMLCite \textit{I. Karatzas} and \textit{M. Yan}, Stochastic Processes Appl. 129, No. 6, 1921--1963 (2019; Zbl 1478.60165) Full Text: DOI arXiv
Bayraktar, Erhan; Song, Qingshuo Solvability of the nonlinear Dirichlet problem with integro-differential operators. (English) Zbl 1386.60234 SIAM J. Control Optim. 56, No. 1, 292-315 (2018). Reviewer: Nikolaos Halidias (Athens) MSC: 60H30 47G20 93E20 60J75 49L25 35J60 35J66 PDFBibTeX XMLCite \textit{E. Bayraktar} and \textit{Q. Song}, SIAM J. Control Optim. 56, No. 1, 292--315 (2018; Zbl 1386.60234) Full Text: DOI
Fu, Guanxing; Horst, Ulrich Mean field games with singular controls. (English) Zbl 1386.93306 SIAM J. Control Optim. 55, No. 6, 3833-3868 (2017). MSC: 93E20 91B70 60H30 PDFBibTeX XMLCite \textit{G. Fu} and \textit{U. Horst}, SIAM J. Control Optim. 55, No. 6, 3833--3868 (2017; Zbl 1386.93306) Full Text: DOI arXiv
Martínez, Miguel; San Martín, Jaime; Torres, Soledad Numerical method for reflected backward stochastic differential equations. (English) Zbl 1243.60050 Stochastic Anal. Appl. 29, No. 6, 1008-1032 (2011). Reviewer: Melvin D. Lax (Long Beach) MSC: 60H10 34F05 93E03 PDFBibTeX XMLCite \textit{M. Martínez} et al., Stochastic Anal. Appl. 29, No. 6, 1008--1032 (2011; Zbl 1243.60050) Full Text: DOI Link
Coquet, François; Guillemeau, Michel A remark on Skorokhod topologies for the Skorokhod reflection problem. (English) Zbl 0971.60003 Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 126-131 (2000). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60B10 34D05 93D20 PDFBibTeX XMLCite \textit{F. Coquet} and \textit{M. Guillemeau}, in: Skorokhod's ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. 126--131 (2000; Zbl 0971.60003)