Reflected BSDEs in time-dependent convex regions (Q2512847)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6393558
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Reflected BSDEs in time-dependent convex regions |
scientific article; zbMATH DE number 6393558 |
Statements
Reflected BSDEs in time-dependent convex regions (English)
0 references
30 January 2015
0 references
reflected backward stochastic differential equations
0 references
time-dependent convex regions
0 references
penalization method
0 references
0 references
0 references
0 references
0 references
0.8927090167999268
0 references
0.8912115693092346
0 references
0.855548620223999
0 references
0.8554205894470215
0 references
0.8542618155479431
0 references
