Reflected backward stochastic differential equations driven by countable Brownian motions with continuous coefficients (Q2517252)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Reflected backward stochastic differential equations driven by countable Brownian motions with continuous coefficients |
scientific article |
Statements
Reflected backward stochastic differential equations driven by countable Brownian motions with continuous coefficients (English)
0 references
17 August 2015
0 references
backward doubly stochastic differential equations
0 references
countable Brownian motions
0 references
comparison theorem
0 references
linear growth conditions
0 references