Reflected backward doubly stochastic differential equations with discontinuous barrier (Q5086528)
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scientific article; zbMATH DE number 7553698
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected backward doubly stochastic differential equations with discontinuous barrier |
scientific article; zbMATH DE number 7553698 |
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Reflected backward doubly stochastic differential equations with discontinuous barrier (English)
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5 July 2022
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backward doubly stochastic differential equations
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reflected backward doubly stochastic differential equations
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Mertens decomposition
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strong optional supermartingale
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