BSDE with jumps when mean reflection is nonlinear

DOI10.1155/2024/9963889MaRDI QIDQ6657780

Farai Julius Mhlanga, Winfrida Felix Mwigilwa

Publication date: 6 January 2025

Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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• Hedging and utility valuation of a defaultable claim driven by Hawkes processes

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