Backward stochastic differential equations with oblique reflection and local Lipschitz drift
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Publication:1430558
DOI10.1155/S1048953303000248zbMath1045.60055MaRDI QIDQ1430558
Publication date: 27 May 2004
Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/50919
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H20: Stochastic integral equations