Stochastic variational inequality and reflected BSDE with single \(L^2\) obstacle (Q388750)

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Stochastic variational inequality and reflected BSDE with single \(L^2\) obstacle
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    Stochastic variational inequality and reflected BSDE with single \(L^2\) obstacle (English)
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    6 January 2014
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    reflected backward stochastic differential equation
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    stochastic variational inequality
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    Snell envelope
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    \(g\)-expectation
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    Girsanov nonlinear transformation
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