Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
BSDEs with mean reflection - MaRDI portal

BSDEs with mean reflection (Q1751973)

From MaRDI portal
scientific article
Language Label Description Also known as
English
BSDEs with mean reflection
scientific article

    Statements

    title
    BSDEs with mean reflection (English)
    0 references
    author
    Philippe Briand
    0 references
    Romuald Elie
    0 references
    Ying Hu
    0 references
    publication date
    25 May 2018
    0 references
    zbMATH Keywords
    backward stochastic differential equations
    0 references
    mean reflection
    0 references
    Skorokhod type minimal condition
    0 references
    super-hedging
    0 references
    risk management constraint
    0 references

    Identifiers

    DOI
    10.1214/17-AAP1310
    0 references
    zbMATH DE Number
    6873689
    0 references
    arXiv ID
    1605.06301
    0 references
    OpenAlex ID
    W2405194164
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1751973&oldid=37407922"
    Powered by MediaWiki