Minimal solution of irregular barrier reflected BDSDEs with left confinuous and stochastic linear growth generators (Q6057144)
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scientific article; zbMATH DE number 7745559
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimal solution of irregular barrier reflected BDSDEs with left confinuous and stochastic linear growth generators |
scientific article; zbMATH DE number 7745559 |
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Minimal solution of irregular barrier reflected BDSDEs with left confinuous and stochastic linear growth generators (English)
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4 October 2023
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RBDSDE
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penalization method
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stochastic linear growth
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stochastic Lipschitz-continuous
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