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zbMath1224.60134MaRDI QIDQ3072080

Yong Ren, Xiliang Fan

Publication date: 5 February 2011

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Lévy process Teugels martingale reflected backward stochastic differential equation Snell envelope

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

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