Reflected backward stochastic differential equations with jumps (Q4236077): Difference between revisions
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Revision as of 15:54, 5 March 2024
scientific article; zbMATH DE number 1268539
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected backward stochastic differential equations with jumps |
scientific article; zbMATH DE number 1268539 |
Statements
Reflected backward stochastic differential equations with jumps (English)
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17 August 1999
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penalization
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Poisson point process
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martingale representation theorem
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