Reflected backward stochastic differential equation with jumps and viscosity solution of second order integro-differential equation without monotonicity condition: case with the measure of Lévy infinite (Q2153088)

From MaRDI portal
Revision as of 01:32, 19 April 2024 by Importer (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
Reflected backward stochastic differential equation with jumps and viscosity solution of second order integro-differential equation without monotonicity condition: case with the measure of Lévy infinite
scientific article

    Statements

    Reflected backward stochastic differential equation with jumps and viscosity solution of second order integro-differential equation without monotonicity condition: case with the measure of Lévy infinite (English)
    0 references
    0 references
    1 July 2022
    0 references
    integro-partial differential equation
    0 references
    reflected stochastic differential equations with jumps
    0 references
    viscosity solution
    0 references
    non-local operator
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references