Reflected BSDEs in time-dependent convex regions (Q2512847)

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Reflected BSDEs in time-dependent convex regions
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    Statements

    title
    Reflected BSDEs in time-dependent convex regions (English)
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    author
    Tomasz Klimsiak
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    Andrzej Rozkosz
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    Leszek Slominski
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    publication date
    30 January 2015
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    zbMATH Keywords
    reflected backward stochastic differential equations
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    time-dependent convex regions
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    penalization method
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    Identifiers

    zbMATH DE Number
    6393558
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