Reflected forward-backward stochastic differential equations with continuous monotone coefficients (Q1957146): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 17:29, 1 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Reflected forward-backward stochastic differential equations with continuous monotone coefficients |
scientific article |
Statements
Reflected forward-backward stochastic differential equations with continuous monotone coefficients (English)
0 references
24 September 2010
0 references
forward-backward stochastic differential equation
0 references
obstacle constraint
0 references
reflection
0 references
increasing process
0 references