Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient (Q2485475): Difference between revisions
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Revision as of 15:16, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient |
scientific article |
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Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient (English)
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5 August 2005
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Existence of a maximal solution is proved for a class of backward stochastic differential equations with two reflecting barriers.
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Risk-sensitive zero-sum stopping game
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