L<sup>p</sup>-SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS (Q5389121): Difference between revisions

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Revision as of 20:04, 5 March 2024

scientific article; zbMATH DE number 6027875
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L<sup>p</sup>-SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS
scientific article; zbMATH DE number 6027875

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    L<sup>p</sup>-SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS (English)
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    24 April 2012
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    reflected backward stochastic equation
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    Snell envelope
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    penalization
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    obstacle PDE
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    viscosity solution
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