Reflected BSDE with stochastic Lipschitz coefficient (Q2886309)

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scientific article
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Reflected BSDE with stochastic Lipschitz coefficient
scientific article

    Statements

    author
    Wen Lu
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    publication date
    1 June 2012
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    zbMATH Keywords
    reflected backward stochastic differential equation
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    stochastic Lipschitz coefficient
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    Snell envelope
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    arXiv classification
    math.PR
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    Identifiers

    zbMATH DE Number
    6041069
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    arXiv ID
    0912.2162
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