One dimensional reflected BSDEs with two barriers under logarithmic growth and applications (Q5871413)
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scientific article; zbMATH DE number 7643892
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | One dimensional reflected BSDEs with two barriers under logarithmic growth and applications |
scientific article; zbMATH DE number 7643892 |
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One dimensional reflected BSDEs with two barriers under logarithmic growth and applications (English)
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19 January 2023
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reflected BSDEs
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mixed zero-sum stochastic differential game
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penalization
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viscosity solution
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