Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (Q744977): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1589034765 / rank | |||
Normal rank | |||
Revision as of 02:53, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs |
scientific article |
Statements
Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (English)
0 references
12 October 2015
0 references
Skorokhod embedding problem
0 references
reflected forward-backward stochastic differential equations
0 references
Root barriers
0 references
obstacle problems
0 references
viscosity solutions
0 references
