Strong snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale (Q5086484)
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scientific article; zbMATH DE number 7553633
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale |
scientific article; zbMATH DE number 7553633 |
Statements
Strong snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale (English)
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5 July 2022
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Snell envelope
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reflected backward stochastic differential equation
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strong optional supermartingale
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Mertens decomposition
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