On a class of reflected backward stochastic Volterra integral equations and related time-inconsistent optimal stopping problems (Q2242924): Difference between revisions
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a class of reflected backward stochastic Volterra integral equations and related time-inconsistent optimal stopping problems |
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On a class of reflected backward stochastic Volterra integral equations and related time-inconsistent optimal stopping problems (English)
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10 November 2021
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backward stochastic differential equation
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Snell envelope
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Volterra integral equation
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time-inconsistent optimal stopping problem
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