Discrete approximations of reflected backward stochastic differential equations with random terminal time (Q5454093)
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: Discrete approximations of reflected backward stochastic differential equations with random terminal time |
scientific article; zbMATH DE number 5257599
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Discrete approximations of reflected backward stochastic differential equations with random terminal time |
scientific article; zbMATH DE number 5257599 |
Statements
3 April 2008
0 references
reflected backward stochastic differential equation
0 references
random terminal time
0 references
discrete approximation scheme
0 references
PDE with obstacle
0 references
viability
0 references
0.869130551815033
0 references
0.8689395189285278
0 references
0.8572111129760742
0 references
0.8534196019172668
0 references
0.8456915616989136
0 references
