Penalization schemes for BSDEs and reflected BSDEs with generalized driver (Q6612335)
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: Penalization schemes for BSDEs and reflected BSDEs with generalized driver |
scientific article; zbMATH DE number 7920273
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalization schemes for BSDEs and reflected BSDEs with generalized driver |
scientific article; zbMATH DE number 7920273 |
Statements
Penalization schemes for BSDEs and reflected BSDEs with generalized driver (English)
0 references
30 September 2024
0 references
generalized BSDEs
0 references
reflected generalized BSDEs
0 references
penalization scheme
0 references
constrained optimal stopping
0 references
constrained Dynkin game
0 references
0 references
0 references
0 references
