Quadratic BSDEs with two reflecting barriers and a square integrable terminal value (Q5085895)
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scientific article; zbMATH DE number 7551022
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| English | Quadratic BSDEs with two reflecting barriers and a square integrable terminal value |
scientific article; zbMATH DE number 7551022 |
Statements
30 June 2022
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reflected quadratic BSDE
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local time
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occupation time formula
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Krylov's inequality
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Itô-Krylov's formula
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Tanaka's formula
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0.8988149762153625
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0.890835165977478
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0.8768645524978638
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0.8679073452949524
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0.8660942912101746
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