Reflected backward SDEs with general jumps (Q2811894)
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scientific article; zbMATH DE number 6590091
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected backward SDEs with general jumps |
scientific article; zbMATH DE number 6590091 |
Statements
8 June 2016
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reflected backward stochastic differential equations
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Brownian motion
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Poisson random measure
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penalization
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Snell envelope
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Mokobodski's condition
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Reflected backward SDEs with general jumps (English)
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