Reflected backward stochastic differential equations driven by Lévy processes (Q2462078): Difference between revisions

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+https://doi.org/10.1016/j.spl.2007.03.036
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+W2270755899
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+BSDE associated with Lévy processes and application to PDIE
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Reflected BSDE's with discontinuous barrier and application
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+Reflected backward stochastic differential equation with jumps and random obstacle
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+Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier
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+Reflected solutions of backward stochastic differential equations with continuous coefficient
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+Chaotic and predictable representations for Lévy processes.
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+Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance
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+On solutions of backward stochastic differential equations with jumps and applications
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+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
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+Publication:2462078