Diagonally quadratic BSDE with oblique reflection and optimal switching (Q6615472)
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scientific article; zbMATH DE number 7923191
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diagonally quadratic BSDE with oblique reflection and optimal switching |
scientific article; zbMATH DE number 7923191 |
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Diagonally quadratic BSDE with oblique reflection and optimal switching (English)
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8 October 2024
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backward stochastic differential equation
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oblique reflection
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optimal switching
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