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Reflected and doubly reflected backward stochastic differential equations with time-delayed generators - MaRDI portal

Reflected and doubly reflected backward stochastic differential equations with time-delayed generators (Q1721913)

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scientific article; zbMATH DE number 7021511
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Reflected and doubly reflected backward stochastic differential equations with time-delayed generators
scientific article; zbMATH DE number 7021511

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    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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