Reflected BSDEs with jumps in time-dependent convex càdlàg domains (Q2229552): Difference between revisions
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Revision as of 06:21, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected BSDEs with jumps in time-dependent convex càdlàg domains |
scientific article |
Statements
Reflected BSDEs with jumps in time-dependent convex càdlàg domains (English)
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18 February 2021
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reflected backward stochastic differential equation
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Poisson point process
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time-dependent convex domain
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penalization method
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