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Property / cites work: Backward stochastic differential equations and integral-partial differential equations / rank
 
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Property / cites work: Adapted solution of a backward stochastic differential equation / rank
 
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Property / cites work: On solutions of backward stochastic differential equations with jumps and applications / rank
 
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Latest revision as of 16:40, 7 June 2024

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Reflected BSDE and Reflected PDIE
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    Reflected BSDE and Reflected PDIE (English)
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    20 January 2005
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    multidimensional reflected backward stochastic differential equation
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    integro-partial differential equation
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