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Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier

open access: yes
In this paper, we consider BSDEs with a Lipschitz coefficient reflected on one discontinuous (r.c.l.l.) barrier. We prove the convergence of the solutions of the penalized equations to the solution of the RBSDE.Reflected backward stochastic differential ...
Lepeltier, J.-P., Xu, M.
core  

Chaotic behavior of fractional HIV-1 model involving AIDS related cancer cells. [PDF]

open access: yesSci Rep
Zafar ZUA   +5 more
europepmc   +1 more source

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