Reflected BSDEs with nonpositive jumps, and controller-and-stopper games
type: Item
instance of: scholarly article
title: Reflected BSDEs with nonpositive jumps, and controller-and-stopper games
zbMATH Open document ID: 1325.60087
author: Sébastien Choukroun
author: Andrea Cosso
author: Huyên Pham
published in: Stochastic Processes and their Applications
publication date: 2015-01-30T00:00:00Z
full work available at URL: https://arxiv.org/abs/1308.5511
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 49J40
Mathematics Subject Classification ID: 49N70
Mathematics Subject Classification ID: 49J55
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 35K86
Mathematics Subject Classification ID: 91A23
Mathematics Subject Classification ID: 91A15
zbMATH DE Number: 6393559
zbMATH Keywords: reflected backward stochastic differential equations
zbMATH Keywords: minimal solution
zbMATH Keywords: constrained jumps
zbMATH Keywords: regime-switching jump-diffusion
zbMATH Keywords: fully nonlinear variational inequalities
zbMATH Keywords: stochastic differential controller-and-stopper games
MaRDI profile type: Publication
OpenAlex ID: W2018676027
arXiv ID: 1308.5511
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DOI: 10.1016/J.SPA.2014.09.015
description: scientific article