\(L^p\)-solution of generalized backward stochastic differential equations with barrier

zbMath1239.60027MaRDI QIDQ426224

Auguste Aman

Publication date: 11 June 2012

Published in: African Diaspora Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

\(p\)-integrable datareflected generalized backward stochastic differential equations

Mathematics Subject Classification ID

Stochastic integral equations (60H20) (L^p)-limit theorems (60F25)

Related Items (1)

Reflected backward stochastic differential equations with perturbations

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