具有随机时域的广义BSDE和反射BSDE

IF 1.3 3区 数学 Q2 STATISTICS & PROBABILITY
A. Aksamit, Libo Li, M. Rutkowski
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引用次数: 1

摘要

本文章由计算机程序翻译,如有差异,请以英文原文为准。
Generalized BSDE and reflected BSDE with random time horizon
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来源期刊
Electronic Journal of Probability
Electronic Journal of Probability 数学-统计学与概率论
CiteScore
1.80
自引率
7.10%
发文量
119
审稿时长
4-8 weeks
期刊介绍: The Electronic Journal of Probability publishes full-size research articles in probability theory. The Electronic Communications in Probability (ECP), a sister journal of EJP, publishes short notes and research announcements in probability theory. Both ECP and EJP are official journals of the Institute of Mathematical Statistics and the Bernoulli society.
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