Reflected solutions of backward SDE's, and related obstacle problems for PDE's (Q1356364)
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scientific article; zbMATH DE number 1018406
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected solutions of backward SDE's, and related obstacle problems for PDE's |
scientific article; zbMATH DE number 1018406 |
Statements
Reflected solutions of backward SDE's, and related obstacle problems for PDE's (English)
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28 October 1998
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backward stochastic differential equation
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probabilistic representation of solution of second order parabolic partial differential equations
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obstacle problems for second order parabolic partial differential equations
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