Reflected BSDE and Reflected PDIE (Q3158158)

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Reflected BSDE and Reflected PDIE
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    title
    Reflected BSDE and Reflected PDIE (English)
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    DOI
    10.1081/SAP-120030446
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    author
    Youssef Ouknine
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    Mohammed Hassani
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    publication date
    20 January 2005
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    Mathematics Subject Classification ID
    60H10
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    35R60
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    45K05
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    zbMATH DE Number
    2130561
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    zbMATH Keywords
    multidimensional reflected backward stochastic differential equation
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    integro-partial differential equation
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