One-dimensional reflected backward stochastic differential equations with finite or infinite time horizons and continuous generators (Q2858660)
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scientific article; zbMATH DE number 6229808
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | One-dimensional reflected backward stochastic differential equations with finite or infinite time horizons and continuous generators |
scientific article; zbMATH DE number 6229808 |
Statements
19 November 2013
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reflected backward stochastic differential equation
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infinite time horizon
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maximum solution
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minimum solution
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comparison theorem
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One-dimensional reflected backward stochastic differential equations with finite or infinite time horizons and continuous generators (English)
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0.8997136950492859
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0.857951819896698
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