Reflected BSDEs with nonpositive jumps, and controller-and-stopper games (Q2512848): Difference between revisions

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Property / DOI: 10.1016/j.spa.2014.09.015 / rank
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Property / arXiv ID: 1308.5511 / rank
 
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Latest revision as of 03:43, 19 December 2024

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Reflected BSDEs with nonpositive jumps, and controller-and-stopper games
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    Reflected BSDEs with nonpositive jumps, and controller-and-stopper games (English)
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    30 January 2015
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    reflected backward stochastic differential equations
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    minimal solution
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    constrained jumps
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    regime-switching jump-diffusion
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    fully nonlinear variational inequalities
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    stochastic differential controller-and-stopper games
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