Reflected BSDE and Reflected PDIE (Q3158158): Difference between revisions
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Property / author: Mohammed Hassani / rank | |||
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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
scientific article
Language | Label | Description | Also known as |
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English | Reflected BSDE and Reflected PDIE |
scientific article |
Statements
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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