JOURNAL ARTICLE

Barrier Reflected Backward Doubly Stochastic Differential Equations WithDiscontinuous Generators

Zhi LiJiaowan Luo

Year: 2015 Journal:   Advances in Mathematics(China) Vol: 44 (1)Pages: 128-140
Keywords:
Stochastic differential equation Mathematics Applied mathematics Mathematical analysis

Metrics

0
Cited By
0.00
FWCI (Field Weighted Citation Impact)
0
Refs
0.21
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Topics

Differential Equations and Numerical Methods
Physical Sciences →  Mathematics →  Numerical Analysis

Related Documents

JOURNAL ARTICLE

Reflected and Doubly Reflected Backward Stochastic Differential Equations with Time-Delayed Generators

Monia Karouf

Journal:   Journal of Theoretical Probability Year: 2018 Vol: 32 (1)Pages: 216-248
JOURNAL ARTICLE

Mean-field doubly reflected backward stochastic differential equations

Yinggu ChenSaïd HamadèneTingshu Mu

Journal:   Numerical Algebra Control and Optimization Year: 2022 Vol: 13 (3&4)Pages: 431-460
JOURNAL ARTICLE

Double Barrier Backward Doubly Stochastic Differential Equations

Tadashi Hayashi

Journal:   Journal of Stochastic Analysis Year: 2023 Vol: 4 (3)
© 2026 ScienceGate Book Chapters — All rights reserved.