Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem (Q5021120)
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scientific article; zbMATH DE number 7455952
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem |
scientific article; zbMATH DE number 7455952 |
Statements
Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem (English)
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12 January 2022
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optimal stopping
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no quasi-left-continuous filtration
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predictable supermartingale
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predictable Snell envelope
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reflected backward stochastic differential equation
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