Reflected BSDE driven by a Lévy process

DOI10.1007/s10959-009-0229-3zbMath1179.60041OpenAlexW2001421475MaRDI QIDQ842401

Mohamed El Otmani

Publication date: 25 September 2009

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-009-0229-3

Mathematics Subject Classification ID

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

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