Funder
National Natural Science Foundation of China
Natural Science Foundation of Shandong Province for Excellent Young Scientists Fund Program
Qilu Young Scholars Program of Shandong University
Fundamental Research Funds for the Central Universities, Nankai University
Publisher
Springer Science and Business Media LLC
Reference29 articles.
1. Bally, V., Caballero, M.E., Fernandez, B., El Karoui, N.: Reflected BSDEs, PDEs and variational inequalities. RR-4455, INRIA, inria-00072133 (2002)
2. Crandall, M., Ishii, H., Lions, P.L.: User’s guide to the viscosity solutions of second order partial differential equations. Bull. Am. Math. Soc. 27, 1–67 (1992)
3. Denis, L., Hu, M., Peng, S.: Function spaces and capacity related to a sublinear expectation: application to $$G$$-Brownian motion pathes. Potent. Anal. 34, 139–161 (2011)
4. El Karoui, N., Kapoudjian, C., Pardoux, E., Peng, S., Quenez, M.C.: Reflected solutions of backward SDE’s, and related obstacle problems for PDE’s. Ann. Probab. 23(2), 702–737 (1997)
5. El Karoui, N., Pardoux, E., Quenez, M.C.: Reflected backward SDE’s and American options. In: Numerical Methods in Finance, pp. 215–231. Cambridge University Press (1997)
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献