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Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations - MaRDI portal

Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations (Q255506)

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scientific article; zbMATH DE number 6552479
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English
Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations
scientific article; zbMATH DE number 6552479

    Statements

    Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations (English)
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    9 March 2016
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    switching game
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    backward stochastic differential equations
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    oblique reflection
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