Reflected generalized BSDEs with discontinuous barriers driven by a Lévy process

DOI10.1515/ROSE-2021-2060zbMath1479.60112OpenAlexW3171158721MaRDI QIDQ2239787

Mohamed El Otmani

Publication date: 5 November 2021

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2021-2060

zbMATH Keywords

Lévy processTeugels martingalesgeneralized BSDEs

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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