Stochastic verification theorems for stochastic control problems of reflected FBSDEs (Q6956873)
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scientific article; zbMATH DE number 8066084
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| English | Stochastic verification theorems for stochastic control problems of reflected FBSDEs |
scientific article; zbMATH DE number 8066084 |
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Stochastic verification theorems for stochastic control problems of reflected FBSDEs (English)
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17 July 2025
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stochastic verification theorem
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reflected fbsdes
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classical solution
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viscosity solution
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HJB equation with obstacle
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