Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations (Q255506): Difference between revisions
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| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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| Property / Mathematics Subject Classification ID: 93E03 / rank | |||
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| Property / Mathematics Subject Classification ID: 49L20 / rank | |||
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| Property / Mathematics Subject Classification ID: 34F05 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / zbMATH DE Number: 6552479 / rank | |||
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| Property / zbMATH Keywords | |||
switching game | |||
| Property / zbMATH Keywords: switching game / rank | |||
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backward stochastic differential equations | |||
| Property / zbMATH Keywords: backward stochastic differential equations / rank | |||
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oblique reflection | |||
| Property / zbMATH Keywords: oblique reflection / rank | |||
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Revision as of 13:14, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations |
scientific article |
Statements
Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations (English)
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9 March 2016
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switching game
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backward stochastic differential equations
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oblique reflection
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