scientific article

zbMath1255.35222MaRDI QIDQ3167296

Djibril Ndiaye

Publication date: 2 November 2012

Full work available at URL: http://www.m-hikari.com/ijcms/ijcms-2012/25-28-2012/index.html

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zbMATH Keywords

Sobolev spacespenalization methodreflected backward stochastic differential equations with jumpsdouble penalization methoddoubly reflected backward stochastic differential equations with jumpssemilinear partial integro-differential equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Weak solutions to PDEs (35D30) Integro-partial differential equations (35R09)

Related Items (1)

The obstacle problem of integro-partial differential equations with applications to stochastic optimal control/stopping problem

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