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
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2018 | |
关键词 | comparison theorem Convex generators Feynman-Kac formula optimal stopping time quadratic growth Reflected BSDEs |
DOI | 10.1080/03610926.2018.1543778 |
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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