Reflected backward stochastic differential equations with resistance (2018)

First Author: Qian Z
Attributed to:  Rough path analysis and non-linear stochastic systems funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/17-aap1319

Publication URI: http://dx.doi.org/10.1214/17-aap1319

Type: Journal Article/Review

Parent Publication: The Annals of Applied Probability

Issue: 2

ISSN: 1050-5164