Reflected generalized backward doubly SDEs driven by Lévy processes and applications (Q1930524)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected generalized backward doubly SDEs driven by Lévy processes and applications |
scientific article |
Statements
Reflected generalized backward doubly SDEs driven by Lévy processes and applications (English)
0 references
11 January 2013
0 references
reflected backward doubly SDEs
0 references
stochastic PDIEs
0 references
Lévy processes
0 references
Teugels martingales
0 references
Neumann boundary condition
0 references
