Reflected backward stochastic differential equations with jumps in time-dependent random convex domains
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Publication:5085836
DOI10.1080/17442508.2017.1346654zbMath1492.60165arXiv1501.05896OpenAlexW2963539466MaRDI QIDQ5085836
Imade Fakhouri, Yong Ren, Youssef Ouknine
Publication date: 30 June 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.05896
penalization methodPoisson point processreflected backward stochastic differential equationtime-dependent convex domain
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)
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