Reflected backward stochastic differential equations with rough drivers

Stochastic Processes and their Applications 2026

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Authors: Hanwu Li, Huilin Zhang, Kuan Zhang

DOI: 10.1016/j.spa.2026.104874

Cited by: 1

References: 28

Fields of Study & Subjects

Stochastic processes and financial applications Financial Risk and Volatility Modeling Risk and Portfolio Optimization

References 28