Reflected backward stochastic differential equations with rough drivers (Q6851242)
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scientific article; zbMATH DE number 8166352
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Reflected backward stochastic differential equations with rough drivers |
scientific article; zbMATH DE number 8166352 |
Statements
Reflected backward stochastic differential equations with rough drivers (English)
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27 February 2026
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backward stochastic differential equations
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reflection
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rough paths
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rough partial differntial equations
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viscosity solutions
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optimal stopping
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option pricing
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