Reflected forward-backward stochastic differential equations with continuous monotone coefficients (Q1957146)
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scientific article; zbMATH DE number 5791186
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected forward-backward stochastic differential equations with continuous monotone coefficients |
scientific article; zbMATH DE number 5791186 |
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Reflected forward-backward stochastic differential equations with continuous monotone coefficients (English)
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24 September 2010
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forward-backward stochastic differential equation
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obstacle constraint
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reflection
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increasing process
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