Doubly reflected BSDEs with stochastic quadratic growth: around the predictable obstacles (Q6171670)
From MaRDI portal
scientific article; zbMATH DE number 7726178
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Doubly reflected BSDEs with stochastic quadratic growth: around the predictable obstacles |
scientific article; zbMATH DE number 7726178 |
Statements
Doubly reflected BSDEs with stochastic quadratic growth: around the predictable obstacles (English)
0 references
14 August 2023
0 references
doubly reflected backward stochastic differential equation
0 references
stochastic quadratic growth
0 references
comparison theorem
0 references
penalization method
0 references
Snell envelope
0 references
0 references
0 references
