Reflected and doubly reflected backward stochastic differential equations with time-delayed generators (Q1721913)
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scientific article; zbMATH DE number 7021511
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected and doubly reflected backward stochastic differential equations with time-delayed generators |
scientific article; zbMATH DE number 7021511 |
Statements
Reflected and doubly reflected backward stochastic differential equations with time-delayed generators (English)
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13 February 2019
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backward stochastic differential equation
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time-delayed generator
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Poisson point process
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Mokobodski's hypothesis
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fixed point theorem
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comparison theorem
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