Generalized RBSDEs with Random Terminal Time and Applications to PDEs (Q3008470)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized RBSDEs with Random Terminal Time and Applications to PDEs |
scientific article |
Statements
Generalized RBSDEs with Random Terminal Time and Applications to PDEs (English)
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15 June 2011
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generalized reflected BSDE
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random terminal time
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viscosity solution
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0.91974735
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0.90170044
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0.8945587
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0.89293253
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