Reflected backward stochastic differential equations with resistance
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Publication:1650093
DOI10.1214/17-AAP1319zbMath1391.60144OpenAlexW2798121090WikidataQ129997776 ScholiaQ129997776MaRDI QIDQ1650093
Publication date: 29 June 2018
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aoap/1523433627
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic potential theory (60J45)
Related Items (2)
Dynamic programming approach to reflected backward stochastic differential equations ⋮ Reflected BSDEs with time-delayed generators and nonlinear resistance
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