Reflected BSDEs with regulated trajectories (Q2419968)
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scientific article; zbMATH DE number 7062612
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Reflected BSDEs with regulated trajectories |
scientific article; zbMATH DE number 7062612 |
Statements
Reflected BSDEs with regulated trajectories (English)
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4 June 2019
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reflected backward stochastic differential equation
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processes with regulated trajectories
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modified penalization method
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optimal stopping problem
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0.9132547974586488
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0.8698388338088989
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0.8595778942108154
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0.8567740321159363
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0.8522043824195862
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