Generalized reflected backward stochastic differential equations (Q3630057)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized reflected backward stochastic differential equations |
scientific article |
Statements
Generalized reflected backward stochastic differential equations (English)
0 references
2 June 2009
0 references
reflected BSDE
0 references
discrete approximation methods
0 references
viscosity solution
0 references
0 references
