Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections (Q5174352)
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scientific article; zbMATH DE number 6404992
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections |
scientific article; zbMATH DE number 6404992 |
Statements
Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections (English)
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17 February 2015
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stochastic control
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switching problems
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backward stochastic differential equations (BSDEs) with jumps
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reflected BSDE
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