Quadratic reflected BSDEs and related obstacle problems for PDEs
type: Item
instance of: scholarly article
title: Quadratic reflected BSDEs and related obstacle problems for PDEs
DOI: 10.1080/03610926.2018.1543778
author: Zongyuan Huang
author: Haiyang Wang
author: Zhen Wu
author: Zhiyong Yu
publication date: 2022-06-27T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 35K10
zbMATH DE Number: 7549051
zbMATH Keywords: convex generators
zbMATH Keywords: comparison theorem
zbMATH Keywords: Feynman-Kac formula
zbMATH Keywords: optimal stopping time
zbMATH Keywords: quadratic growth
zbMATH Keywords: reflected BSDEs
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.1080/03610926.2018.1543778
OpenAlex ID: W2907473685
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Wikidata QID: Q128677281
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published in: Communications in Statistics: Theory and Methods
description: scientific article; zbMATH DE number 7549051