Reflected BSDE and Reflected PDIE
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Publication:3158158
DOI10.1081/SAP-120030446zbMath1058.60044MaRDI QIDQ3158158
Youssef Ouknine, Mohammed Hassani
Publication date: 20 January 2005
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
integro-partial differential equation; multidimensional reflected backward stochastic differential equation
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
45K05: Integro-partial differential equations
35R60: PDEs with randomness, stochastic partial differential equations
Cites Work