Well-posedness and penalization schemes for generalized BSDEs and reflected generalized BSDEs (Q6421669)

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scientific article; zbMATH DE number 900556085
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Well-posedness and penalization schemes for generalized BSDEs and reflected generalized BSDEs
scientific article; zbMATH DE number 900556085

    Statements

    publication date
    24 December 2022
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    arXiv classification
    math.PR
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    q-fin.MF
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    author
    Libo Li
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    Ruyi Liu
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    Marek Rutkowski
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    Identifiers

    arXiv ID
    2212.12854
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