Systems of BSDES with oblique reflection and related optimal switching problems
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Publication:5228832
DOI10.1142/S0219493719500308zbMath1418.60065arXiv1712.05391MaRDI QIDQ5228832
Publication date: 13 August 2019
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1712.05391
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic models in economics (91B70) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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