Systems of BSDES with oblique reflection and related optimal switching problems (Q5228832)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Systems of BSDES with oblique reflection and related optimal switching problems |
scientific article; zbMATH DE number 7093472
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Systems of BSDES with oblique reflection and related optimal switching problems |
scientific article; zbMATH DE number 7093472 |
Statements
Systems of BSDES with oblique reflection and related optimal switching problems (English)
0 references
13 August 2019
0 references
systems of BSDEs
0 references
oblique reflection
0 references
\(L^1\) data
0 references
quasi-monotone generator
0 references
optimal switching problem
0 references
0 references
0.96100235
0 references
0.9480589
0 references
0.9398034
0 references
0.9368104
0 references
0 references
0.92402893
0 references
0.92359203
0 references
0.9094513
0 references
0.9077236
0 references
