Reflected non-Lipschitz backward stochastic differential equations with jumps and RCLL barrier (Q2926829)
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scientific article; zbMATH DE number 6363895
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected non-Lipschitz backward stochastic differential equations with jumps and RCLL barrier |
scientific article; zbMATH DE number 6363895 |
Statements
3 November 2014
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reflected backward stochastic differential equation
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Poisson point process
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non-Lipschitz
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comparison theorem
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Bihari inequality
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Reflected non-Lipschitz backward stochastic differential equations with jumps and RCLL barrier (English)
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