Reflected generalized discontinuous BSDEs with rcll barrier and an obstacle problem of IPDE with nonlinear Neumann boundary conditions

DOI10.15559/22-vmsta218OpenAlexW4313296324MaRDI QIDQ6157630

Mohamed El Otmani, Mohammed Elhachemy

Publication date: 22 June 2023

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15559/22-vmsta218

zbMATH Keywords

viscosity solutionreflected BSDEgeneralized BSDE with jumpsintegral-partial differential equationsrcll barrier

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Viscosity solutions to PDEs (35D40)

Related Items (1)

Reflected generalized BSDE with jumps under stochastic conditions and an obstacle problem for integral-partial differential equations with nonlinear Neumann boundary conditions

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