Reflected and doubly reflected BSDEs driven by RCLL martingales (Q5038443): Difference between revisions
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Revision as of 22:58, 19 April 2024
scientific article; zbMATH DE number 7595263
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected and doubly reflected BSDEs driven by RCLL martingales |
scientific article; zbMATH DE number 7595263 |
Statements
Reflected and doubly reflected BSDEs driven by RCLL martingales (English)
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30 September 2022
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backward stochastic differential equation
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RCLL martingale
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reflected BSDE
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