A unified system of FB-SDEs with Lévy jumps and double completely-\(\mathcal{S}\) skew reflections
type: Item
instance of: scholarly article
title: A unified system of FB-SDEs with Lévy jumps and double completely-\(\mathcal{S}\) skew reflections
zbMATH Open document ID: 1417.60048
published in: Communications in Mathematical Sciences
publication date: 2018-10-25T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 60K37
Mathematics Subject Classification ID: 94A17
Mathematics Subject Classification ID: 60K25
zbMATH DE Number: 6965663
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: Lévy jump
zbMATH Keywords: completely-\(\mathcal{S}\) skew reflection
zbMATH Keywords: Skorohod problem
zbMATH Keywords: weak convergence
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: mutual information
zbMATH Keywords: queueing network
zbMATH Keywords: big data
zbMATH Keywords: economic modeling
author: Wanyang Dai
MaRDI profile type: Publication
full work available at URL: cms.2018.v16.n3.a4
OpenAlex ID: W2889244436
DOI: 10.4310/CMS.2018.V16.N3.A4
description: scientific article; zbMATH DE number 6965663