Multi-dimensional backward stochastic differential equations with one reflecting lower barrier of Itô diffusion type
DOI10.1016/j.bulsci.2010.06.003zbMath1205.60118OpenAlexW2006383582MaRDI QIDQ616305
Publication date: 7 January 2011
Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.bulsci.2010.06.003
penalizationadapted solutionreflected backward stochastic differential equationshigher moment estimates
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Ordinary differential equations and systems with randomness (34F05)
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Cites Work
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