Infinite Horizon Reflected Backward SDEs with Jumps and RCLL Obstacle (Q3423715)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite Horizon Reflected Backward SDEs with Jumps and RCLL Obstacle |
scientific article |
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Infinite Horizon Reflected Backward SDEs with Jumps and RCLL Obstacle (English)
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15 February 2007
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reflected backward stochastic differential equation
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infinite horizon
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right continuous with left limits reflecting barrier
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martingale representation theorem
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penalization
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contraction method
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Poisson point process
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Snell envelope theory
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uniqueness
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existence
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