Reflected BSDEs on filtered probability spaces

DOI10.1016/j.spa.2015.06.006zbMath1323.60079arXiv1408.5598OpenAlexW1712123693MaRDI QIDQ491186

Tomasz Klimsiak

Publication date: 24 August 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.5598

zbMATH Keywords

backward stochastic differential equations\(L^p\) datafiltered probability spaces

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

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