<i>L</i><sup><i>p</i></sup>-Solutions for Doubly Reflected Backward Stochastic Differential Equations (Q3114564)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | <i>L</i><sup><i>p</i></sup>-Solutions for Doubly Reflected Backward Stochastic Differential Equations |
scientific article |
Statements
<i>L</i><sup><i>p</i></sup>-Solutions for Doubly Reflected Backward Stochastic Differential Equations (English)
0 references
19 February 2012
0 references
Dynkin game
0 references
local solution
0 references
Mokobodski's hypothesis
0 references
penalization
0 references
reflected backward stochastic differential equations
0 references
Snell envelope
0 references
viscosity solution of variational inequalities
0 references
0 references
0 references
0 references
