Reflected BSDEs in time-dependent convex regions (Q2512847): Difference between revisions

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Property / DOI: 10.1016/j.spa.2014.09.013 / rank
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Property / author: Leszek Slominski / rank
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Property / author: Leszek Slominski / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / OpenAlex ID: W2006350855 / rank
 
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Property / arXiv ID: 1307.2124 / rank
 
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Latest revision as of 03:43, 19 December 2024

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Reflected BSDEs in time-dependent convex regions
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    Reflected BSDEs in time-dependent convex regions (English)
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    30 January 2015
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    reflected backward stochastic differential equations
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    time-dependent convex regions
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    penalization method
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