Title of article :
Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier
Author/Authors :
J. P. Lepeltier، نويسنده , , M. Xu، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2005
Pages :
9
From page :
58
To page :
66
Keywords :
Reflected backward stochastic differential equation , Snell envelope , Penalization method , optimal stopping
Journal title :
Statistics and Probability Letters
Serial Year :
2005
Journal title :
Statistics and Probability Letters
Record number :
140583
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=140583
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