Monotonic limit theorem for BSDEs with regulated trajectories (Q2244479)
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scientific article; zbMATH DE number 7425280
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| English | Monotonic limit theorem for BSDEs with regulated trajectories |
scientific article; zbMATH DE number 7425280 |
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Monotonic limit theorem for BSDEs with regulated trajectories (English)
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12 November 2021
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monotonic limit theorem
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regulated processes
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reflected backward stochastic differential equations
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penalization method
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0.8404614329338074
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0.8110047578811646
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0.798091471195221
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0.7945734858512878
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