Doubly reflected generalized BSDEs with jumps and an obstacle problem of parabolic IPDEs with nonlinear Neumann boundary conditions

DOI10.1515/rose-2024-2002zbMath1540.60111MaRDI QIDQ6554577

Mohamed El Otmani, Mohammed Elhachemy

Publication date: 12 June 2024

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

zbMATH Keywords

viscosity solutionNeumann boundary conditionsreflectedgeneralized BSDE with jumps

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Viscosity solutions to PDEs (35D40) Integro-partial differential equations (35R09)

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