Infinite Horizon Reflected Backward SDEs with Jumps and RCLL Obstacle (Q3423715): Difference between revisions

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+https://doi.org/10.1080/07362990600959448
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+W1993792339
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+Adapted solution of a backward stochastic differential equation
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+Backward stochastic differential equations and integral-partial differential equations
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+Reflected BSDEs and mixed game problem
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+Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier
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+On solutions of backward stochastic differential equations with jumps and applications
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