Reflected backward stochastic differential equations with two RCLL barriers (Q5429586)
From MaRDI portal
scientific article; zbMATH DE number 5216866
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected backward stochastic differential equations with two RCLL barriers |
scientific article; zbMATH DE number 5216866 |
Statements
Reflected backward stochastic differential equations with two RCLL barriers (English)
0 references
30 November 2007
0 references
reflected backward stochastic differential equation
0 references
penalization method
0 references
optimal stopping
0 references
snell envelope
0 references
dynkin game
0 references
0 references
