Reflected BSDE’s with discontinuous barrier and time delayed generators

DOI10.1051/ps/2014021zbMath1333.60121OpenAlexW2059647617MaRDI QIDQ2786476

Monia Karouf

Publication date: 12 February 2016

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2014021

zbMATH Keywords

comparison principlereflected backward stochastic differential equationtime delayed generator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Growth, boundedness, comparison of solutions to functional-differential equations (34K12) Stochastic integral equations (60H20)

Related Items

Reflected and doubly reflected backward stochastic differential equations with time-delayed generators

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