A reflected backward stochastic differential equation driven by Lévy processes (Q2886612)
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scientific article; zbMATH DE number 6041285
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A reflected backward stochastic differential equation driven by Lévy processes |
scientific article; zbMATH DE number 6041285 |
Statements
1 June 2012
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Lévy process
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Teugels martingale
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locally Lipschitz coefficients
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A reflected backward stochastic differential equation driven by Lévy processes (English)
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