Reflected BSDEs with default time and irregular obstacles (Q6993300)
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scientific article; zbMATH DE number 8031016
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Reflected BSDEs with default time and irregular obstacles |
scientific article; zbMATH DE number 8031016 |
Statements
Reflected BSDEs with default time and irregular obstacles (English)
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25 April 2025
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backward stochastic differential equations
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irregular obstacles
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stochastic Lipschitz coefficient
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Mertens decomposition
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