<i>L</i><sup><i>p</i></sup>-Solutions for Doubly Reflected Backward Stochastic Differential Equations (Q3114564)
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English | <i>L</i><sup><i>p</i></sup>-Solutions for Doubly Reflected Backward Stochastic Differential Equations |
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<i>L</i><sup><i>p</i></sup>-Solutions for Doubly Reflected Backward Stochastic Differential Equations (English)
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19 February 2012
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Dynkin game
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local solution
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Mokobodski's hypothesis
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penalization
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reflected backward stochastic differential equations
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Snell envelope
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viscosity solution of variational inequalities
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