Reflected BSDEs with random default time and related mixed optimal stopping-control problems (Q1945980): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10255-013-0202-x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2012866976 / rank | |||
Normal rank | |||
Revision as of 22:12, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected BSDEs with random default time and related mixed optimal stopping-control problems |
scientific article |
Statements
Reflected BSDEs with random default time and related mixed optimal stopping-control problems (English)
0 references
17 April 2013
0 references
backward stochastic differential equation
0 references
random default time
0 references
mixed optimal stopping-control problem
0 references
