scientific article; zbMATH DE number 1069627
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Publication:4356589
a priori estimatescomparison theoremexistenceobstacle problemuniquenessAmerican optionsreflected backward stochastic differential equationsnonlinear parabolic partial differential equationunique viscosity solutiondeterministic Skohorod problemMarkovian frameworknon-reflected BSDEsoptimal stopping time control
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Stopping times; optimal stopping problems; gambling theory (60G40) Microeconomic theory (price theory and economic markets) (91B24) Unilateral problems for linear parabolic equations and variational inequalities with linear parabolic operators (35K85)
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- scientific article; zbMATH DE number 1850755 (Why is no real title available?)
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