Strong snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale (Q5086484): Difference between revisions

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Latest revision as of 13:09, 29 July 2024

scientific article; zbMATH DE number 7553633
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English
Strong snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale
scientific article; zbMATH DE number 7553633

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    Strong snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale (English)
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    5 July 2022
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    Snell envelope
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    reflected backward stochastic differential equation
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    strong optional supermartingale
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    Mertens decomposition
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