On discretely reflected backward stochastic differential equations (Q2798167)
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scientific article; zbMATH DE number 6562318
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On discretely reflected backward stochastic differential equations |
scientific article; zbMATH DE number 6562318 |
Statements
On discretely reflected backward stochastic differential equations (English)
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1 April 2016
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backward stochastic differential equations
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reflections
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càdlàg paths
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generalized Itō-formula
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Föllmer path integrals
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random measures
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Picard iteration
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