Homogenization of BSDEs with two reflecting barriers, variational inequality and stochastic game

zbMATH Open1386.60236MaRDI QIDQ4609294FDOQ4609294

Authors: A. Diakhaby, Youssef Ouknine 

Publication date: 29 March 2018

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zbMATH Keywords

homogenizationstochastic gamevariational inequalityviscosity solutionbackward stochastic differential equation (BSDE)reflecting barriers

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic games, stochastic differential games (91A15)

Cited In (3)

• Convergence of BSDEs and homogenization of semilinear variational inequalities in a convex domain
• Title not available (Why is that?)
• RBDSDEs with jumps and optional Barrier and mean field game with common noise

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