BSDEs with two reflecting barriers: the general result (Q1779993)
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scientific article; zbMATH DE number 2173776
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDEs with two reflecting barriers: the general result |
scientific article; zbMATH DE number 2173776 |
Statements
BSDEs with two reflecting barriers: the general result (English)
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6 June 2005
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Backward stochastic differential equation
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Variational inequality
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Dynkin games
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0.9694902
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0.95417094
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0.93988585
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0.9358282
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0.9335653
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0.93276656
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