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On a class of reflected backward stochastic Volterra integral equations and related time-inconsistent optimal stopping problems.

Nacira AgramBoualem Djehiche
Published in: Syst. Control. Lett. (2021)
Keyphrases
  • optimal stopping
  • brownian motion
  • stochastic differential equations
  • mathematical model
  • differential equations
  • least squares
  • stochastic processes
  • stochastic process
  • finite horizon