Reflected Backward Stochastic Differential Equations with Continuous Coefficient and L^2 Barriers

arXiv0807.2075MaRDI QIDQ6210228

Zhen Wu, Shaolin Ji, Unnamed Author

Publication date: 13 July 2008

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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