Multi-dimensional backward stochastic differential equations with one reflecting lower barrier of Itô diffusion type (Q616305)
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scientific article; zbMATH DE number 5833901
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| English | Multi-dimensional backward stochastic differential equations with one reflecting lower barrier of Itô diffusion type |
scientific article; zbMATH DE number 5833901 |
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Multi-dimensional backward stochastic differential equations with one reflecting lower barrier of Itô diffusion type (English)
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7 January 2011
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reflected backward stochastic differential equations
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adapted solution
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penalization
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higher moment estimates
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0.9268247
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0.9198215
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0.91344965
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0.9071922
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0.9064499
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0.9040342
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0.9029598
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