On the quasi-linear reflected backward stochastic partial differential equations (Q461705): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60H15 / rank | |||
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| Property / Mathematics Subject Classification ID: 31B15 / rank | |||
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| Property / Mathematics Subject Classification ID: 35K86 / rank | |||
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| Property / zbMATH DE Number: 6354031 / rank | |||
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reflected backward stochastic partial differential equation | |||
| Property / zbMATH Keywords: reflected backward stochastic partial differential equation / rank | |||
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reflected backward stochastic differential equation | |||
| Property / zbMATH Keywords: reflected backward stochastic differential equation / rank | |||
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optimal stopping problem | |||
| Property / zbMATH Keywords: optimal stopping problem / rank | |||
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parabolic capacity and potential | |||
| Property / zbMATH Keywords: parabolic capacity and potential / rank | |||
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Revision as of 13:58, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the quasi-linear reflected backward stochastic partial differential equations |
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On the quasi-linear reflected backward stochastic partial differential equations (English)
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13 October 2014
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reflected backward stochastic partial differential equation
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reflected backward stochastic differential equation
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optimal stopping problem
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parabolic capacity and potential
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