Backward stochastic differential equations with rank-based data (Q1705560)
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scientific article; zbMATH DE number 6850820
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| English | Backward stochastic differential equations with rank-based data |
scientific article; zbMATH DE number 6850820 |
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Backward stochastic differential equations with rank-based data (English)
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16 March 2018
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backward stochastic differential equations
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ranked particles
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named particles
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reflected Brownian motion
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partial differential equations
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viscosity solution
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0.8497955203056335
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0.8135315179824829
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0.812632143497467
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0.7980375289916992
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