Reflected BSDEs with jumps in time-dependent convex càdlàg domains (Q2229552)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected BSDEs with jumps in time-dependent convex càdlàg domains |
scientific article |
Statements
Reflected BSDEs with jumps in time-dependent convex càdlàg domains (English)
0 references
18 February 2021
0 references
reflected backward stochastic differential equation
0 references
Poisson point process
0 references
time-dependent convex domain
0 references
penalization method
0 references
0 references
0 references
0 references
0 references
0 references
0 references
