REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS (Q5851002)
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scientific article; zbMATH DE number 5660749
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS |
scientific article; zbMATH DE number 5660749 |
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REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS (English)
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21 January 2010
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reflected backward stochastic differential equation
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partial differential-integral inclusion
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Lévy process
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Teugels martingale
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penalization method
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