Reflected generalized backward doubly SDEs driven by Lévy processes and applications (Q1930524): Difference between revisions
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scientific article
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English | Reflected generalized backward doubly SDEs driven by Lévy processes and applications |
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Reflected generalized backward doubly SDEs driven by Lévy processes and applications (English)
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11 January 2013
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reflected backward doubly SDEs
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stochastic PDIEs
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Lévy processes
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Teugels martingales
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Neumann boundary condition
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