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RBSDE's with jumps and the related obstacle problems for integral-partial differential equa\-tions - MaRDI portal

RBSDE's with jumps and the related obstacle problems for integral-partial differential equa\-tions (Q862702)

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scientific article; zbMATH DE number 5118289
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English
RBSDE's with jumps and the related obstacle problems for integral-partial differential equa\-tions
scientific article; zbMATH DE number 5118289

    Statements

    RBSDE's with jumps and the related obstacle problems for integral-partial differential equa\-tions (English)
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    24 January 2007
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    reflected backward stochastic differential equation
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    viscosity solution
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    Identifiers