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Reflected backward stochastic differential equations with time delayed generators · Study

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ArticleReflected backward stochastic differential equations with time delayed generators

Qing Jie Zhou2012

Article2012

Reflected backward stochastic differential equations with time delayed generators

Qing Jie Zhou · Yong Ren

15 citations·0/0 files stored·Statistics & Probability Letters

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Fuzzy Systems and Optimization

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References

1990Adapted solution of a backward stochastic differential equation 1997Backward Stochastic Differential Equations in Finance 2005Backward stochastic differential equations and quasilinear parabolic partial differential equations 1997Reflected solutions of backward SDE's, and related obstacle problems for PDE's 1991Probabilistic interpretation for systems of quasilinear parabolic partial differential equations 1996Backward stochastic differential equations with reflection and Dynkin games 1995Zero-sum stochastic differential games and backward equations 1998Backward Stochastic Differential Equations and Viscosity Solutions of Systems of Semilinear Parabolic and Elliptic PDEs of Second Order

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Year2012

Typearticle

Published2012-02-21

VenueStatistics & Probability Letters

ISSN-L0167-7152

Languageen

Citations15

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.spl.2012.02.012

openalex_workW1999205774

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