Multi-dimensional reflected backward stochastic differential equations and the comparison theorem

DOI10.1016/S0252-9602(10)60175-0MaRDI QIDQ716525zbMATH OpenOpenAlexFDO

Authors Zhen Wu, Hua Xiao

Publication date 29 September 2011

Published in Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0252-9602(10)60175-0

zbMATH Keywords

backward stochastic differential equationscomparison theoremlocal time

Mathematics Subject Classification ID

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

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