Reflected backward stochastic differential equations driven by Lévy processes (Q2462078): Difference between revisions
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Revision as of 00:24, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected backward stochastic differential equations driven by Lévy processes |
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Reflected backward stochastic differential equations driven by Lévy processes (English)
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23 November 2007
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reflected backward stochastic differential equation
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Lévy process
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Teugels martingale
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Snell envelope
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