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Reflected solutions of generalized anticipated backward double stochastic differential equations - MaRDI portal

Reflected solutions of generalized anticipated backward double stochastic differential equations (Q515477)

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scientific article; zbMATH DE number 6695479
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Reflected solutions of generalized anticipated backward double stochastic differential equations
scientific article; zbMATH DE number 6695479

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    Reflected solutions of generalized anticipated backward double stochastic differential equations (English)
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    16 March 2017
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    anticipated backward doubly stochastic differential equations
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    reflected solution
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    comparison theorem
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