๐<sup><i>p</i></sup> solutions of reflected backward stochastic differential equations with jumps (Q5140349)
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scientific article; zbMATH DE number 7285920
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ๐<sup><i>p</i></sup> solutions of reflected backward stochastic differential equations with jumps |
scientific article; zbMATH DE number 7285920 |
Statements
๐<sup><i>p</i></sup> solutions of reflected backward stochastic differential equations with jumps (English)
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15 December 2020
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reflected backward stochastic differential equations with jumps
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\(\mathbb{L}^{p}\) solutions
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comparison theorem
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optimal stopping
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Snell envelope
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Doob-Meyer decomposition
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martingale representation theorem
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fixed-point argument
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\(g\)-evaluations
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