Reflected solutions of backward SDE's, and related obstacle problems for PDE's (Q1356364): Difference between revisions

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Latest revision as of 13:08, 27 May 2024

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Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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    Reflected solutions of backward SDE's, and related obstacle problems for PDE's (English)
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    28 October 1998
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    backward stochastic differential equation
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    probabilistic representation of solution of second order parabolic partial differential equations
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    obstacle problems for second order parabolic partial differential equations
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