Correction on a generalized BSDE involving local time and application to a PDE with nonlinear boundary condition (Q5324844)
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scientific article; zbMATH DE number 5592117
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Correction on a generalized BSDE involving local time and application to a PDE with nonlinear boundary condition |
scientific article; zbMATH DE number 5592117 |
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Correction on a generalized BSDE involving local time and application to a PDE with nonlinear boundary condition (English)
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8 August 2009
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backward stochastic differential equation
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local time
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viscosity solution
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