Reflected backward stochastic differential equations with time delayed generators

DOI10.1016/j.spl.2012.02.012zbMath1244.60060OpenAlexW1999205774MaRDI QIDQ433591

Yong Ren, Qing Zhou

Publication date: 5 July 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.02.012

zbMATH Keywords

fixed point theoremreflected backward stochastic differential equationtime delayed generator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (5)

Multivalued backward stochastic differential equations with time delayed generators ⋮ Reflected and doubly reflected backward stochastic differential equations with time-delayed generators ⋮ Reflected backward stochastic differential equations with time-delayed generators ⋮ Reflected BSDEs with time-delayed generators and nonlinear resistance ⋮ Reflected BSDE’s with discontinuous barrier and time delayed generators

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