Anticipated Backward Stochastic Differential Equation with Reflection
type: Item
instance of: scholarly article
title: Anticipated Backward Stochastic Differential Equation with Reflection
zbMATH Open document ID: 1345.60050
DOI: 10.1080/03610918.2015.1011336
author: Xinwei Feng
publication date: 2016-08-25T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H20
Mathematics Subject Classification ID: 60H05
zbMATH DE Number: 6619261
zbMATH Keywords: backward stochastic differential equations
zbMATH Keywords: reflecting boundary
zbMATH Keywords: Lipschitz condition
zbMATH Keywords: non-Lipschitz condition
Wikidata QID: Q115297563
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03610918.2015.1011336
OpenAlex ID: W2344364083
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published in: Communications in Statistics. Simulation and Computation
description: scientific article; zbMATH DE number 6619261