scientific article; zbMATH DE number 5226502

MaRDI QIDQ5435876zbMATH OpenFDO

Authors Qingquan Lin, Feng Yang

Publication date 14 January 2008

zbMATH Keywords

\(g\)-supersolutionbackward stochastic differential equationconstraint

Mathematics Subject Classification ID

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

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Cited in

(5)

• Smallest g-supersolution for BSDE with continuous drift coefficients
• Smallest g-supersolution with constraint
• The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles
• scientific article; zbMATH DE number 2141076 (Why is no real title available?)
• scientific article; zbMATH DE number 1839761 (Why is no real title available?)

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