A unified system of FB-SDEs with Lévy jumps and double completely-\(\mathcal{S}\) skew reflections (Q1990545): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 18:08, 1 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A unified system of FB-SDEs with Lévy jumps and double completely-\(\mathcal{S}\) skew reflections |
scientific article |
Statements
A unified system of FB-SDEs with Lévy jumps and double completely-\(\mathcal{S}\) skew reflections (English)
0 references
25 October 2018
0 references
stochastic differential equation
0 references
Lévy jump
0 references
completely-\(\mathcal{S}\) skew reflection
0 references
Skorohod problem
0 references
weak convergence
0 references
Malliavin calculus
0 references
mutual information
0 references
queueing network
0 references
big data
0 references
economic modeling
0 references