On a Class of Quadratic Growth RBSDE with Jumps and Its Application (Q3396377): Difference between revisions

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Latest revision as of 23:08, 1 July 2024

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On a Class of Quadratic Growth RBSDE with Jumps and Its Application
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    On a Class of Quadratic Growth RBSDE with Jumps and Its Application (English)
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    18 September 2009
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    backward stochastic differential equation (BSDE)
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    Poisson random measure
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    reflected BSDE (RBSDE)
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    utility maximization
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