Anticipated Backward Stochastic Differential Equation with Reflection (Q2816697)
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: Anticipated Backward Stochastic Differential Equation with Reflection |
scientific article; zbMATH DE number 6619261
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Anticipated Backward Stochastic Differential Equation with Reflection |
scientific article; zbMATH DE number 6619261 |
Statements
Anticipated Backward Stochastic Differential Equation with Reflection (English)
0 references
25 August 2016
0 references
backward stochastic differential equations
0 references
reflecting boundary
0 references
Lipschitz condition
0 references
non-Lipschitz condition
0 references
0 references
0 references
0 references
0 references
