Doubly reflected BSDEs with stochastic quadratic growth: around the predictable obstacles (Q6171670)
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scientific article; zbMATH DE number 7726178
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Doubly reflected BSDEs with stochastic quadratic growth: around the predictable obstacles |
scientific article; zbMATH DE number 7726178 |
Statements
Doubly reflected BSDEs with stochastic quadratic growth: around the predictable obstacles (English)
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14 August 2023
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doubly reflected backward stochastic differential equation
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stochastic quadratic growth
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comparison theorem
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penalization method
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Snell envelope
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