Reflected BSDE and Reflected PDIE

DOI10.1081/SAP-120030446zbMath1058.60044MaRDI QIDQ3158158

Youssef Ouknine, Mohammed Hassani

Publication date: 20 January 2005

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

integro-partial differential equationmultidimensional reflected backward stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integro-partial differential equations (45K05) PDEs with randomness, stochastic partial differential equations (35R60)

Cites Work

• Adapted solution of a backward stochastic differential equation
• On solutions of backward stochastic differential equations with jumps and applications
• Backward stochastic differential equations and integral-partial differential equations

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