Reflected backward stochastic differential equations with time-delayed generators (Q1743324)
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scientific article; zbMATH DE number 6859428
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected backward stochastic differential equations with time-delayed generators |
scientific article; zbMATH DE number 6859428 |
Statements
Reflected backward stochastic differential equations with time-delayed generators (English)
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13 April 2018
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reflected backward stochastic differential equations
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time-delayed generator
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penalization method
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comparison theorem
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stopping time
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0.9993723
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0.9879263
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0.9835557
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0.95105714
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0.9418038
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0.9407431
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0.93842584
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0.9382621
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