Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition

By Yong Ren, N. Xia. 2006

53 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Finance, Modeling and Simulation

View Paper: https://www.semanticscholar.org/paper/bc0d5ee9de167be98014b57d37a4f8f135288933