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Aksamit A, Li L, Rutkowski M. Generalized BSDE and reflected BSDE with random time horizon. ELECTRON J PROBAB 2023. [DOI: 10.1214/23-ejp927] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 03/12/2023]
Affiliation(s)
- Anna Aksamit
- School of Mathematics and Statistics, University of Sydney, Australia
| | - Libo Li
- Corresponding author. School of Mathematics and Statistics, University of New South Wales, Sydney, Australia
| | - Marek Rutkowski
- School of Mathematics and Statistics, University of Sydney, Australia and Faculty of Mathematics and Information Science, Warsaw University of Technology, Poland
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