BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient (Q2415412)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient |
scientific article |
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BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient (English)
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21 May 2019
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(reflected) backward stochastic differential equations
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stochastic Lipschitz coefficient
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Mertens decomposition
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