Multi-dimensional BSDE with oblique reflection and optimal switching (Q2380763)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Multi-dimensional BSDE with oblique reflection and optimal switching |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-dimensional BSDE with oblique reflection and optimal switching |
scientific article |
Statements
Multi-dimensional BSDE with oblique reflection and optimal switching (English)
0 references
12 April 2010
0 references
multi-dimensional backward stochastic differential equation
0 references
penalization method
0 references
monotone convergence
0 references
a priori estimates
0 references
optimal switching problem
0 references
viscosity solution
0 references
