A note on optional Snell envelopes and reflected backward SDEs (Q2197605)
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scientific article; zbMATH DE number 7242405
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| default for all languages | No label defined |
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| English | A note on optional Snell envelopes and reflected backward SDEs |
scientific article; zbMATH DE number 7242405 |
Statements
A note on optional Snell envelopes and reflected backward SDEs (English)
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1 September 2020
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optional Snell envelopes
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split stopping times
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reflected backward stochastic differential equations
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Mertens decomposition
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0.8331838250160217
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0.8201658129692078
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0.8169704079627991
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0.8159576654434204
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0.8123637437820435
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