Generalized RBSDEs with Random Terminal Time and Applications to PDEs

DOI10.4064/BA59-1-10zbMath1218.60049OpenAlexW2027361685MaRDI QIDQ3008470

Katarzyna Jańczak-Borkowska

Publication date: 15 June 2011

Published in: Bulletin of the Polish Academy of Sciences Mathematics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/9acfe6f32946708617690f93eb4f75b3d1bb265c

zbMATH Keywords

viscosity solutionrandom terminal timegeneralized reflected BSDE

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Boundary value problems for second-order elliptic systems (35J57)

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