Multi-dimensional backward stochastic differential equations with one reflecting lower barrier of Itô diffusion type
type: Item
instance of: scholarly article
title: Multi-dimensional backward stochastic differential equations with one reflecting lower barrier of Itô diffusion type
zbMATH Open document ID: 1205.60118
author: Juliang Yin
published in: Bulletin des Sciences Mathématiques
publication date: 2011-01-07T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 34F05
zbMATH DE Number: 5833901
zbMATH Keywords: reflected backward stochastic differential equations
zbMATH Keywords: adapted solution
zbMATH Keywords: penalization
zbMATH Keywords: higher moment estimates
MaRDI profile type: Publication
full work available at URL: j.bulsci.2010.06.003
OpenAlex ID: W2006383582
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cites work: Q4338975
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DOI: 10.1016/J.BULSCI.2010.06.003
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description: scientific article; zbMATH DE number 5833901