Reflected BSDE's with discontinuous barrier and application (Q4796604): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 17:26, 5 March 2024
scientific article; zbMATH DE number 1876950
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected BSDE's with discontinuous barrier and application |
scientific article; zbMATH DE number 1876950 |
Statements
Reflected BSDE's with discontinuous barrier and application (English)
0 references
29 July 2003
0 references
backward stochastic differential equations
0 references
reflected backward stochastic differential equations
0 references
comparison theorem
0 references
mixed control
0 references
Snell envelope
0 references
stopping time
0 references
