Reflected backward stochastic differential equations with time-delayed generators
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Publication:1743324
DOI10.1515/rose-2018-0002zbMath1390.60248OpenAlexW2970899215MaRDI QIDQ1743324
Navegué Tuo, Harouna Coulibaly, Auguste Aman
Publication date: 13 April 2018
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose-2018-0002
comparison theoremstopping timepenalization methodreflected backward stochastic differential equationstime-delayed generator
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Cites Work
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