Reflected backward stochastic differential equations with resistance
type: Item
instance of: scholarly article
title: Reflected backward stochastic differential equations with resistance
zbMATH Open document ID: 1391.60144
DOI: 10.1214/17-AAP1319
author: Zhongmin Qian
author: Mingyu Xu
published in: The Annals of Applied Probability
publication date: 2018-06-29T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.aoap/1523433627
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J45
zbMATH DE Number: 6897946
zbMATH Keywords: Brownian motion
zbMATH Keywords: local time
zbMATH Keywords: optional dual projection
zbMATH Keywords: reflected BSDE
zbMATH Keywords: Skorokhod's equation
MaRDI profile type: Publication
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OpenAlex ID: W2798121090
Wikidata QID: Q129997776
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description: scientific article; zbMATH DE number 6897946