Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900): Difference between revisions
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| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C99 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H30 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 93C55 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6053736 / rank | |||
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| Property / zbMATH Keywords | |||
bacjkward stochastic differential equations (BSDEs) with oblique reflections | |||
| Property / zbMATH Keywords: bacjkward stochastic differential equations (BSDEs) with oblique reflections / rank | |||
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discrete time approximation | |||
| Property / zbMATH Keywords: discrete time approximation / rank | |||
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switching problems | |||
| Property / zbMATH Keywords: switching problems / rank | |||
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Revision as of 00:31, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete-time approximation of multidimensional BSDEs with oblique reflections |
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Discrete-time approximation of multidimensional BSDEs with oblique reflections (English)
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8 July 2012
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bacjkward stochastic differential equations (BSDEs) with oblique reflections
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discrete time approximation
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switching problems
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