Reflected BSDEs with two completely separated barriers and regulated trajectories in general filtration
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Publication:2671494
DOI10.1515/ROSE-2022-2074zbMath1492.60156arXiv1812.07383OpenAlexW2905050179MaRDI QIDQ2671494
Publication date: 3 June 2022
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.07383
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40)
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