Existence and uniqueness of solutions for multi-dimensional reflected backward stochastic differential equations with diagonally quadratic generators (Q6111887)
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scientific article; zbMATH DE number 7722785
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and uniqueness of solutions for multi-dimensional reflected backward stochastic differential equations with diagonally quadratic generators |
scientific article; zbMATH DE number 7722785 |
Statements
Existence and uniqueness of solutions for multi-dimensional reflected backward stochastic differential equations with diagonally quadratic generators (English)
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4 August 2023
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reflected BSDEs
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diagonally quadratic generators
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BMO martingales
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comparison theorem
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