Quadratic reflected BSDEs and related obstacle problems for PDEs (Q5085597)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Quadratic reflected BSDEs and related obstacle problems for PDEs |
scientific article; zbMATH DE number 7549051
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quadratic reflected BSDEs and related obstacle problems for PDEs |
scientific article; zbMATH DE number 7549051 |
Statements
Quadratic reflected BSDEs and related obstacle problems for PDEs (English)
0 references
27 June 2022
0 references
convex generators
0 references
comparison theorem
0 references
Feynman-Kac formula
0 references
optimal stopping time
0 references
quadratic growth
0 references
reflected BSDEs
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9505327
0 references
0.9395019
0 references
0 references
0.9229651
0 references
0 references
0.91264033
0 references
0.9109126
0 references
0.90905905
0 references
