Reflected BSDE's with discontinuous barrier and application
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Publication:4796604
DOI10.1080/1045112021000036545zbMath1015.60057OpenAlexW2064462993MaRDI QIDQ4796604
Publication date: 29 July 2003
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/1045112021000036545
comparison theoremstopping timebackward stochastic differential equationsSnell envelopereflected backward stochastic differential equationsmixed control
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