Quadratic reflected BSDEs and related obstacle problems for PDEs (Q5085597)
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scientific article; zbMATH DE number 7549051
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| English | Quadratic reflected BSDEs and related obstacle problems for PDEs |
scientific article; zbMATH DE number 7549051 |
Statements
Quadratic reflected BSDEs and related obstacle problems for PDEs (English)
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27 June 2022
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convex generators
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comparison theorem
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Feynman-Kac formula
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optimal stopping time
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quadratic growth
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reflected BSDEs
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0.9505327
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0.9395019
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0.9229651
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0.91264033
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0.9109126
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0.90905905
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