Wellposedness of second order reflected BSDEs: A new formulation

DOI10.1051/ps/2023019OpenAlexW4389934719MaRDI QIDQ6198002

Kon-Gun Kim, Mun-Chol Kim, Hun O

Publication date: 20 February 2024

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2023019

zbMATH Keywords

reflected backward stochastic differential equationsecond order backward stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites Work

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