Reflected backward doubly stochastic differential equations driven by a Lévy process
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Publication:964442
DOI10.1016/J.CRMA.2009.11.004zbMath1188.60031OpenAlexW1974319524MaRDI QIDQ964442
Publication date: 15 April 2010
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2009.11.004
Related Items (10)
Reflected backward doubly stochastic differential equations with discontinuous barrier ⋮ Almost automorphic solutions to some stochastic functional differential equations with delay ⋮ Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process ⋮ RBDSDEs with jumps and optional Barrier and mean field game with common noise ⋮ Reflected backward doubly stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition ⋮ Reflected solutions of generalized anticipated backward double stochastic differential equations ⋮ On a class of backward doubly stochastic differential equations ⋮ Stepanov-like pseudo almost automorphic solutions to some stochastic differential equations ⋮ Numerical Method for Reflected Backward Stochastic Differential Equations ⋮ Two-barriers reflected backward doubly SDEs beyond right continuity
Cites Work
- One barrier reflected backward doubly stochastic differential equations with continuous generator
- Reflected backward stochastic differential equation with jumps and random obstacle
- Chaotic and predictable representations for Lévy processes.
- Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes
- Reflected backward stochastic differential equations driven by Lévy processes
- Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier
- Reflected BSDE's with discontinuous barrier and application
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