Reflected backward stochastic differential equations with resistance (Q1650093)
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scientific article; zbMATH DE number 6897946
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected backward stochastic differential equations with resistance |
scientific article; zbMATH DE number 6897946 |
Statements
Reflected backward stochastic differential equations with resistance (English)
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29 June 2018
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Brownian motion
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local time
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optional dual projection
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reflected BSDE
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Skorokhod's equation
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0.9319744
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0.92036515
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0.9182734
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0.9150998
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0.91308826
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0.91244656
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