Stochastic variational inequality and reflected BSDE with single \(L^2\) obstacle (Q388750)
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scientific article; zbMATH DE number 6243034
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| English | Stochastic variational inequality and reflected BSDE with single \(L^2\) obstacle |
scientific article; zbMATH DE number 6243034 |
Statements
Stochastic variational inequality and reflected BSDE with single \(L^2\) obstacle (English)
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6 January 2014
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reflected backward stochastic differential equation
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stochastic variational inequality
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Snell envelope
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\(g\)-expectation
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Girsanov nonlinear transformation
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0.8251262903213501
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0.8216392993927002
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0.8169658184051514
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0.8155286312103271
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0.8145886063575745
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