scholarly journals Generalized Snell envelope as a minimal solution of BSDE with lower barriers

2013 ◽  
Vol 137 (4) ◽  
pp. 498-508 ◽  
Author(s):  
E.H. Essaky ◽  
M. Hassani ◽  
Y. Ouknine
2012 ◽  
Vol 2012 ◽  
pp. 1-14 ◽  
Author(s):  
Bo Zhu ◽  
Baoyan Han

A class of backward doubly stochastic differential equations (BDSDEs) are studied. We obtain a comparison theorem of these multidimensional BDSDEs. As its applications, we derive the existence of solutions for this multidimensional BDSDEs with continuous coefficients. We can also prove that this solution is the minimal solution of the BDSDE.


2015 ◽  
Vol 14 (1) ◽  
pp. 134-144 ◽  
Author(s):  
C.J. Coelho ◽  
D. Molin ◽  
H.A. Wood Joris ◽  
E.F. Caires ◽  
J.R. Gardingo ◽  
...  

2002 ◽  
Vol 7 (3) ◽  
pp. 143-154
Author(s):  
Alexander J. Zaslavski

We study minimal solutions for one-dimensional variational problems on a torus. We show that, for a generic integrand and any rational numberα, there exists a unique (up to translations) periodic minimal solution with rotation numberα.


2019 ◽  
Vol 11 (04) ◽  
pp. 1950049
Author(s):  
Thierry Bousch ◽  
Andreas M. Hinz ◽  
Sandi Klavžar ◽  
Daniele Parisse ◽  
Ciril Petr ◽  
...  

Providing the example of a disc whose number of moves performed in some minimal solution for the Tower of Hanoi problem is not a power of 2, we show that the argument given in a paper by Demontis in this journal is false and the method incapable of solving the Frame–Stewart conjecture on the Tower of Hanoi with more than three pegs.


Sign in / Sign up

Export Citation Format

Share Document