Backward Stochastic Differential Equations with Jumps involving a subdifferential operator (Q2722265)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward Stochastic Differential Equations with Jumps involving a subdifferential operator |
scientific article |
Statements
Backward Stochastic Differential Equations with Jumps involving a subdifferential operator (English)
0 references
11 July 2001
0 references
backward stochastic differential equation
0 references
Wiener-Poisson type equation
0 references
subdifferential operator
0 references
Yosida approximation
0 references
reflecting process
0 references
