Reflected BSDEs when the obstacle is not right-continuous and optimal stopping (Q1688029)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected BSDEs when the obstacle is not right-continuous and optimal stopping |
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Reflected BSDEs when the obstacle is not right-continuous and optimal stopping (English)
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4 January 2018
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backward stochastic differential equation
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reflected backward stochastic differential equation
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optimal stopping
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\(f\)-expectation
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strong optional supermartingale
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Mertens decomposition
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dynamic risk measure
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strong \(\mathcal{E}^{f}\)-supermartingale
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