Reflected backward stochastic partial differential equations in a convex domain

DOI10.1016/j.spa.2020.05.002zbMath1477.60104OpenAlexW3023046551WikidataQ115341135 ScholiaQ115341135MaRDI QIDQ2196539

Xue Yang, Qi Zhang, Tu-Sheng Zhang

Publication date: 3 September 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2020.05.002

zbMATH Keywords

convexitybackward stochastic partial differential equationsrandom measuresforward backward stochastic differential equationreflection problem(super-)parabolic condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Martingales and classical analysis (60G46)

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Reflected stochastic partial differential equations with jumps

Cites Work

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