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RBSDEs with optional barriers: monotone approximation - MaRDI portal

RBSDEs with optional barriers: monotone approximation (Q2165734)

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RBSDEs with optional barriers: monotone approximation
scientific article

    Statements

    title
    RBSDEs with optional barriers: monotone approximation (English)
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    author
    Siham Bouhadou
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    Astrid Hilbert
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    Youssef Ouknine
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    publication date
    22 August 2022
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    zbMATH Keywords
    reflected backward stochastic differential equation
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    \(g\)-expectation
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    optional barrier
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    monotone approximation
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    comparison principle
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    cites work
    Q3160493
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    Q3915688
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    Q3925594
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    Q4657107
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    Identifiers

    zbMATH DE Number
    7574059
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    OpenAlex ID
    W4312650799
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    DOI
    10.3934/PUQR.2022005
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