Backward stochastic differential equations with reflection and weak assumptions on the coefficients (Q927921)
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scientific article; zbMATH DE number 5285979
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equations with reflection and weak assumptions on the coefficients |
scientific article; zbMATH DE number 5285979 |
Statements
Backward stochastic differential equations with reflection and weak assumptions on the coefficients (English)
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10 June 2008
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reflected backward stochastic differential equation
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monotonicity
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non-Lipschitz condition
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quadratic increasing
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linear increasing
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