Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle (Q2229553): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle |
scientific article |
Statements
Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle (English)
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18 February 2021
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\(G\)-expectation
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reflected backward SDEs
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upper obstacle
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