Stochastic variational inequality and reflected BSDE with single \(L^2\) obstacle (Q388750)
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scientific article; zbMATH DE number 6243034
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic variational inequality and reflected BSDE with single \(L^2\) obstacle |
scientific article; zbMATH DE number 6243034 |
Statements
Stochastic variational inequality and reflected BSDE with single \(L^2\) obstacle (English)
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6 January 2014
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reflected backward stochastic differential equation
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stochastic variational inequality
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Snell envelope
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\(g\)-expectation
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Girsanov nonlinear transformation
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