Work

Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs

Year: 2012

Type: article

Source: Statistics & Probability Letters

DOI: 10.1016/j.spl.2012.11.004

Authors: Auguste Aman, Naoul Mrhardy

Institutions: Université Félix Houphouët-Boigny, Université Hassan 1er

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Université Cadi Ayyad

OpenAlex ID: W2111963175

FWCI: 1.517

Cites: 19

Cited by: 18

Related to: 10