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Quadratic reflected BSDEs and related obstacle problems for PDEs
Huang Z.; Wang H.; Wu Z.; Yu Z.
刊名Communications in Statistics - Theory and Methods
2018
关键词comparison theorem Convex generators Feynman-Kac formula optimal stopping time quadratic growth Reflected BSDEs
DOI10.1080/03610926.2018.1543778
URL标识查看原文
公开日期[db:dc_date_available]
内容类型期刊论文
URI标识http://www.corc.org.cn/handle/1471x/4568033
专题山东大学
作者单位1.School of Mathematics, Shandong University, Jinan, China
2.School of Mathematics and Statistics, Shandong Normal University, Jinan
推荐引用方式
GB/T 7714
Huang Z.,Wang H.,Wu Z.,et al. Quadratic reflected BSDEs and related obstacle problems for PDEs[J]. Communications in Statistics - Theory and Methods,2018.
APA Huang Z.,Wang H.,Wu Z.,&Yu Z..(2018).Quadratic reflected BSDEs and related obstacle problems for PDEs.Communications in Statistics - Theory and Methods.
MLA Huang Z.,et al."Quadratic reflected BSDEs and related obstacle problems for PDEs".Communications in Statistics - Theory and Methods (2018).
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