Doubly reflected BSDEs with stochastic quadratic growth: around the predictable obstacles (Q6171670): Difference between revisions

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Latest revision as of 13:53, 2 August 2024

scientific article; zbMATH DE number 7726178
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English
Doubly reflected BSDEs with stochastic quadratic growth: around the predictable obstacles
scientific article; zbMATH DE number 7726178

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    Doubly reflected BSDEs with stochastic quadratic growth: around the predictable obstacles (English)
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    14 August 2023
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    doubly reflected backward stochastic differential equation
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    stochastic quadratic growth
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    comparison theorem
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    penalization method
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    Snell envelope
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