Reflected BSDEs in non-convex domains
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Publication:2159261
DOI10.1007/s00440-022-01125-0zbMath1497.60011arXiv2102.06579OpenAlexW4221052443MaRDI QIDQ2159261
Jean-François Chassagneux, Adrien Richou, Sergey Nadtochiy
Publication date: 28 July 2022
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.06579
Geometric probability and stochastic geometry (60D05) Diffusion processes (60J60) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)
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Cites Work
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