Doubly reflected backward stochastic differential equations in the predictable setting (Q2116473): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/s10959-020-01070-5 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S10959-020-01070-5 / rank | |||
Normal rank | |||
Latest revision as of 03:06, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Doubly reflected backward stochastic differential equations in the predictable setting |
scientific article |
Statements
Doubly reflected backward stochastic differential equations in the predictable setting (English)
0 references
17 March 2022
0 references
doubly reflected backward stochastic differential equations
0 references
predictable DRBSDEs
0 references
non-quasi-left continuous
0 references
Picard iteration method
0 references
fixed point theorem
0 references
0 references
0 references
0 references
