Reflected solutions of backward SDE's, and related obstacle problems for PDE's (Q1356364): Difference between revisions
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| Property / author: Nicole El Karoui / rank | |||
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| Property / author: Christophe Kapoudjian / rank | |||
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| Property / author: Etienne Pardoux / rank | |||
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| Property / author: Shige Peng / rank | |||
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| Property / author: Marie-Claire Quenez / rank | |||
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| Property / author: Nicole El Karoui / rank | |||
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| Property / author: Christophe Kapoudjian / rank | |||
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| Property / author: Etienne Pardoux / rank | |||
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| Property / author | |||
| Property / author: Shige Peng / rank | |||
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| Property / author | |||
| Property / author: Marie-Claire Quenez / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1214/aop/1024404416 / rank | |||
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| Property / OpenAlex ID: W2090929784 / rank | |||
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| Property / Wikidata QID: Q101950241 / rank | |||
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Revision as of 21:15, 5 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected solutions of backward SDE's, and related obstacle problems for PDE's |
scientific article |
Statements
Reflected solutions of backward SDE's, and related obstacle problems for PDE's (English)
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28 October 1998
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backward stochastic differential equation
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probabilistic representation of solution of second order parabolic partial differential equations
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obstacle problems for second order parabolic partial differential equations
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