Reflected forward–backward stochastic differential equations and related PDEs (Q2821913)
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: Reflected forward–backward stochastic differential equations and related PDEs |
scientific article; zbMATH DE number 6629614
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected forward–backward stochastic differential equations and related PDEs |
scientific article; zbMATH DE number 6629614 |
Statements
Reflected forward–backward stochastic differential equations and related PDEs (English)
0 references
26 September 2016
0 references
forward-backward stochastic differential equations
0 references
reflection
0 references
quasilinear parabolic PDE
0 references
viscosity solutions
0 references
comparison theorem
0 references
0 references
0 references
0 references
0 references
