elliott.qiu.ea:22:neumann¶
BibTeX Entry:
@article{elliott.qiu.ea:22:neumann,
author = {Elliott, Robert and Qiu, Jinniao and Wei, Wenning},
doi = {10.1016/j.spa.2022.02.009},
fjournal = {Stochastic Processes and their Applications},
issn = {0304-4149,1879-209X},
journal = {Stochastic Process. Appl.},
mrclass = {93E20 (60H15 91G80)},
mrnumber = {4393343},
pages = {68--97},
title = {Neumann problem for backward {SPDE}s with singular
terminal conditions and application in constrained
stochastic control under target zone},
url = {https://doi.org/10.1016/j.spa.2022.02.009},
volume = {148},
year = {2022}
}