Reflected BSDEs in time-dependent convex regions (Q2512847)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected BSDEs in time-dependent convex regions |
scientific article |
Statements
Reflected BSDEs in time-dependent convex regions (English)
0 references
30 January 2015
0 references
reflected backward stochastic differential equations
0 references
time-dependent convex regions
0 references
penalization method
0 references
0 references
0 references
0 references
0 references
