scientific article; zbMATH DE number 5257599

zbMath1147.60036MaRDI QIDQ5454093

Katarzyna Jańczak

Publication date: 3 April 2008

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

viabilityreflected backward stochastic differential equationdiscrete approximation schemerandom terminal timePDE with obstacle

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Initial-boundary value problems for second-order parabolic equations (35K20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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