Reflected BSDE with a Constraint and a New Doob-Meyer Nonlinear Decomposition (Q6478325)

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scientific article; zbMATH DE number 900059524
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Reflected BSDE with a Constraint and a New Doob-Meyer Nonlinear Decomposition
scientific article; zbMATH DE number 900059524

    Statements

    publication date
    28 November 2006
    0 references
    arXiv classification
    math.PR
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    q-fin.CP
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    author
    Shige Peng
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    Mingyu Xu
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    Identifiers

    arXiv ID
    math/0611869
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