most citedReflected Backward Stochastic Difference Equations and Optimal Stopping Problems under g-expectation

8 citations · 8 across the 1 of their papers we have counts for

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math.PR2013★ 8 cited

Reflected Backward Stochastic Difference Equations and Optimal Stopping Problems under g-expectation

Lifen An, Samuel N. Cohen, Shaolin Ji

In this paper, we study reflected backward stochastic difference equations (RBSDEs for short) with finitely many states in discrete time. The general existence and uniqueness resul…

math.PR2010

Reflected Backward Stochastic Difference Equations with Finite State and their applications

Lifen An, Shaolin Ji

In this paper, we first establish the reflected backward stochastic difference equations with finite state (FS-RBSDEs for short). Then we explore the Existence and Uniqueness Theor…