L<sup>p</sup>-SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS (Q5389121)
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scientific article; zbMATH DE number 6027875
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | L<sup>p</sup>-SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS |
scientific article; zbMATH DE number 6027875 |
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L<sup>p</sup>-SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS (English)
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24 April 2012
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reflected backward stochastic equation
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Snell envelope
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penalization
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obstacle PDE
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viscosity solution
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