Reflected BSDEs with nonpositive jumps, and controller-and-stopper games (Q2512848): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected BSDEs with nonpositive jumps, and controller-and-stopper games |
scientific article |
Statements
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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