Reflected BSDEs with a stochastic Lipschitz coefficient (Q2886309)
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scientific article; zbMATH DE number 6041069
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| English | Reflected BSDEs with a stochastic Lipschitz coefficient |
scientific article; zbMATH DE number 6041069 |
Statements
1 June 2012
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reflected backward stochastic differential equation
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stochastic Lipschitz coefficient
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Snell envelope
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Reflected BSDEs with a stochastic Lipschitz coefficient (English)
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0.9162546396255492
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0.8771131038665771
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0.8763812184333801
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0.8747245669364929
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