Two-barriers reflected backward doubly SDEs beyond right continuity (Q2101309)
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scientific article; zbMATH DE number 7626534
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-barriers reflected backward doubly SDEs beyond right continuity |
scientific article; zbMATH DE number 7626534 |
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Two-barriers reflected backward doubly SDEs beyond right continuity (English)
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5 December 2022
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reflected backward doubly stochastic differential equations
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discontinuous barriers
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Mokobodzki's condition
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Picard's iteration method
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stochastic Dynkin games
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0.92357254
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0.91731584
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0.9168562
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0.9161378
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0.9127915
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0.90228117
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