BSDE with rcll reflecting barrier driven by a Lévy process
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Publication:1986117
DOI10.1515/rose-2020-2029zbMath1457.60089OpenAlexW3005114736MaRDI QIDQ1986117
Mohamed El Jamali, Mohamed El Otmani
Publication date: 7 April 2020
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose-2020-2029
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)
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