Adapted solution of a reflected nonlinear backward stochastic differential equation (Q5490439)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5059888
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Adapted solution of a reflected nonlinear backward stochastic differential equation |
scientific article; zbMATH DE number 5059888 |
Statements
4 October 2006
0 references
BSDE
0 references
penalization method
0 references
Yosida approximation
0 references
0.8447796702384949
0 references
0.8433711528778076
0 references
0.8429280519485474
0 references
0.8313838243484497
0 references
