Infinite horizon multi-dimensional BSDE with oblique reflection and switching problem (Q6090797)
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scientific article; zbMATH DE number 7768178
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| English | Infinite horizon multi-dimensional BSDE with oblique reflection and switching problem |
scientific article; zbMATH DE number 7768178 |
Statements
Infinite horizon multi-dimensional BSDE with oblique reflection and switching problem (English)
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20 November 2023
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reflected backward stochastic differential equations
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switching problem
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backward stochastic differential equations
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infinite horizon
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oblique reflection
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