A representation theorem for generators of reflected backward stochastic differential equations with double obstacles and its applications (Q3017245)
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 5927274
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A representation theorem for generators of reflected backward stochastic differential equations with double obstacles and its applications |
scientific article; zbMATH DE number 5927274 |
Statements
19 July 2011
0 references
backward stochastic differential equations
0 references
generator
0 references
representation theorem
0 references
converse comparison theorem
0 references
0.9011884927749634
0 references
0.9006938338279724
0 references
0.8752188086509705
0 references
0.8670340776443481
0 references
0.8599014282226562
0 references
