Reflected backward stochastic differential equation with jumps and viscosity solution of second order integro-differential equation without monotonicity condition: case with the measure of Lévy infinite (Q2153088): Difference between revisions

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Property / arXiv ID: 1809.02507 / rank
 
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Property / cites work: Backward stochastic differential equations and integral-partial differential equations / rank
 
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Latest revision as of 13:25, 29 July 2024

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Reflected backward stochastic differential equation with jumps and viscosity solution of second order integro-differential equation without monotonicity condition: case with the measure of Lévy infinite
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    Reflected backward stochastic differential equation with jumps and viscosity solution of second order integro-differential equation without monotonicity condition: case with the measure of Lévy infinite (English)
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    1 July 2022
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    integro-partial differential equation
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    reflected stochastic differential equations with jumps
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    viscosity solution
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    non-local operator
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