Reflected backward doubly stochastic differential equations driven by a Lévy process
type: Item
instance of: scholarly article
title: Reflected backward doubly stochastic differential equations driven by a Lévy process
zbMATH Open document ID: 1188.60031
author: Yong Ren
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2010-04-15T00:00:00Z
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 5693380
zbMATH Keywords: reflected backward doubly stochastic differential equations
zbMATH Keywords: Teugels martingales
zbMATH Keywords: Lévy process
MaRDI profile type: Publication
full work available at URL: j.crma.2009.11.004
OpenAlex ID: W1974319524
cites work: One barrier reflected backward doubly stochastic differential equations with continuous generator
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cites work: Reflected backward stochastic differential equations driven by Lévy processes
cites work: Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes
DOI: 10.1016/J.CRMA.2009.11.004
description: scientific article; zbMATH DE number 5693380