Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (Q744977)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs |
scientific article |
Statements
Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (English)
0 references
12 October 2015
0 references
Skorokhod embedding problem
0 references
reflected forward-backward stochastic differential equations
0 references
Root barriers
0 references
obstacle problems
0 references
viscosity solutions
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8358421325683594
0 references
0.8204769492149353
0 references
0.8137259483337402
0 references
0.8053845763206482
0 references
0.8025543689727783
0 references
