Reflected generalized backward doubly SDEs driven by Lévy processes and applications (Q1930524): Difference between revisions

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+.3025
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+Q3957682
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+Generalized BSDE driven by a Lévy process
@@ Property / cites work: Generalized BSDE driven by a Lévy process / rank @@
+Normal rank
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Backward Stochastic Differential Equations in Finance
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+Reflected BSDE's with discontinuous barrier and application
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+Zero-sum stochastic differential games and backward equations
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+Reflected backward stochastic differential equation with jumps and random obstacle
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+Q4357508
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+Normal rank
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+Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes
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+Reflected solutions of backward stochastic differential equations with continuous coefficient
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+Reflected diffusion processes with jumps
@@ Property / cites work: Reflected diffusion processes with jumps / rank @@
+Normal rank
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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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+Adapted solution of a backward stochastic differential equation
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@@ Property / cites work @@
+Q4029028
@@ Property / cites work: Q4029028 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward doubly stochastic differential equations and systems of quasilinear SPDEs
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+Generalized BSDEs and nonlinear Neumann boundary value problems
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+On comparison theorem and solutions of BSDEs for Lévy processess
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+Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition
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