Doubly reflected BSDEs driven by a Lévy process (Q425969)
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scientific article; zbMATH DE number 6044747
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Doubly reflected BSDEs driven by a Lévy process |
scientific article; zbMATH DE number 6044747 |
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Doubly reflected BSDEs driven by a Lévy process (English)
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10 June 2012
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reflected backward stochastic differential equation
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teugels martingale
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Lévy process
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comparison theorem
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viscosity solution
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