Reflected BSDEs with optional barrier in a general filtration (Q1715756)
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scientific article; zbMATH DE number 7007522
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| English | Reflected BSDEs with optional barrier in a general filtration |
scientific article; zbMATH DE number 7007522 |
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Reflected BSDEs with optional barrier in a general filtration (English)
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29 January 2019
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backward stochastic differential equation
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reflected backward stochastic differential equation
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processes optional
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general filtration
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strong optional super-martingale
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0.8963611125946045
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0.8826422095298767
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0.8715544939041138
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0.8713119029998779
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0.8706790804862976
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