Reflected solutions of generalized anticipated BSDEs and application to reflected BSDEs with functional barrier

DOI10.1016/J.SPL.2012.02.017zbMath1272.60039OpenAlexW1978314148MaRDI QIDQ426712

Xiao-Ming Xu

Publication date: 11 June 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.02.017

zbMATH Keywords

backward stochastic differential equationgeneralised anticipated BSDEreflected BSDE

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (2)

Anticipated backward stochastic variational inequalities with generalized reflection ⋮ Reflected solutions of generalized anticipated backward double stochastic differential equations

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