Some results on general quadratic reflected BSDEs driven by a continuous martingale
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Publication:2637208
DOI10.1016/j.spa.2013.11.001zbMath1285.60058arXiv1305.1345MaRDI QIDQ2637208
Publication date: 7 February 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1305.1345
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H30: Applications of stochastic analysis (to PDEs, etc.)
Cites Work
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