Reflected and doubly reflected backward stochastic differential equations with irregular obstacles and a large set of stopping strategies (Q6556234)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Reflected and doubly reflected backward stochastic differential equations with irregular obstacles and a large set of stopping strategies |
scientific article; zbMATH DE number 7865962
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected and doubly reflected backward stochastic differential equations with irregular obstacles and a large set of stopping strategies |
scientific article; zbMATH DE number 7865962 |
Statements
Reflected and doubly reflected backward stochastic differential equations with irregular obstacles and a large set of stopping strategies (English)
0 references
17 June 2024
0 references
backward stochastic differential equations
0 references
split stopping times
0 references
optimal stopping
0 references
0 references
0 references
