JOURNAL ARTICLE

Mean reflected backward stochastic partial differential equations

Hongchao Qian

Year: 2025 Journal:   Statistics & Probability Letters Vol: 229 Pages: 110580-110580   Publisher: Elsevier BV
Keywords:
Stochastic partial differential equation Stochastic differential equation Partial differential equation Stochastic process Probability theory Differential equation

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Topics

Stochastic processes and financial applications
Social Sciences →  Economics, Econometrics and Finance →  Finance
Probabilistic and Robust Engineering Design
Social Sciences →  Decision Sciences →  Statistics, Probability and Uncertainty
Risk and Portfolio Optimization
Social Sciences →  Decision Sciences →  Management Science and Operations Research

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