A unified system of FB-SDEs with Lévy jumps and double completely-\(\mathcal{S}\) skew reflections (Q1990545)
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scientific article; zbMATH DE number 6965663
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A unified system of FB-SDEs with Lévy jumps and double completely-\(\mathcal{S}\) skew reflections |
scientific article; zbMATH DE number 6965663 |
Statements
A unified system of FB-SDEs with Lévy jumps and double completely-\(\mathcal{S}\) skew reflections (English)
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25 October 2018
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stochastic differential equation
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Lévy jump
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completely-\(\mathcal{S}\) skew reflection
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Skorohod problem
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weak convergence
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Malliavin calculus
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mutual information
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queueing network
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big data
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economic modeling
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