Reflected generalized BSDEs with discontinuous barriers driven by a Lévy process (Q2239787): Difference between revisions

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-.1515/rose-2021-2060
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+BSDE associated with Lévy processes and application to PDIE
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+Conjugate convex functions in optimal stochastic control
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+Backward Stochastic Differential Equations in Finance
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+Generalized BSDE driven by a Lévy process
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+Reflected BSDE driven by a Lévy process
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+Generalized BSDE with two reflecting barriers
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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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@@ Property / DOI @@
+.1515/ROSE-2021-2060
@@ Property / DOI: 10.1515/ROSE-2021-2060 / rank @@
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+Publication:2239787