Quadratic reflected BSDEs and related obstacle problems for PDEs
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DOI: 10.1080/03610926.2018.1543778
Abstract: Abstract In this paper, we study a kind of reflected backward stochastic differential equations (BSDEs) whose generators are of quadratic growth in z and linear growth in y. We first give an estimate of solutions… read more here.
Keywords: reflected bsdes; related obstacle; quadratic reflected; bsdes related ... See more keywords