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scientific article; zbMATH DE number 5257599
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scientific article; zbMATH DE number 5257599

    Statements

    author
    Katarzyna Jańczak
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    publication date
    3 April 2008
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    zbMATH Keywords
    reflected backward stochastic differential equation
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    random terminal time
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    discrete approximation scheme
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    PDE with obstacle
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    viability
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    60H35
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    35K20
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    zbMATH DE Number
    5257599
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