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Generalized reflected backward stochastic differential equations - MaRDI portal

Generalized reflected backward stochastic differential equations (Q3630057)

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Generalized reflected backward stochastic differential equations
scientific article

    Statements

    title
    Generalized reflected backward stochastic differential equations (English)
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    author
    Katarzyna Jańczak
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    published in
    Stochastics
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    publication date
    2 June 2009
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    zbMATH Keywords
    reflected BSDE
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    discrete approximation methods
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    viscosity solution
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    Identifiers

    zbMATH DE Number
    5560883
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    OpenAlex ID
    W2004695800
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