Reflected BSDE's with discontinuous barrier and application (Q4796604)
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scientific article; zbMATH DE number 1876950
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| English | Reflected BSDE's with discontinuous barrier and application |
scientific article; zbMATH DE number 1876950 |
Statements
Reflected BSDE's with discontinuous barrier and application (English)
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29 July 2003
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backward stochastic differential equations
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reflected backward stochastic differential equations
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comparison theorem
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mixed control
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Snell envelope
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stopping time
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0.9616461
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0.94834137
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0.9418349
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0.9311964
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0.93086344
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0.9282504
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0.9279101
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