Representation of solutions to 2BSDEs in an extended monotonicity setting
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Publication:2208977
DOI10.1016/j.bulsci.2020.102907zbMath1471.60089OpenAlexW3084669546MaRDI QIDQ2208977
Chol-Gyu Pak, Hun O, Mun-Chol Kim
Publication date: 28 October 2020
Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.bulsci.2020.102907
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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Dynamic programming approach to reflected backward stochastic differential equations, Wellposedness of second order reflected BSDEs: A new formulation
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