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Q4927856 - MaRDI portal

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scientific article; zbMATH DE number 6178028
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scientific article; zbMATH DE number 6178028

    Statements

    author
    Xiliang Fan
    0 references
    publication date
    20 June 2013
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    zbMATH Keywords
    reflected backward stochastic differential equation
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    Teugels martingale
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    Snell envelope
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    local solution
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    comparison theorem
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    Identifiers

    zbMATH DE Number
    6178028
    0 references
     
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