Reflected Backward SDEs with General Jumps (Q2811894)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected Backward SDEs with General Jumps |
scientific article |
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Reflected Backward SDEs with General Jumps (English)
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8 June 2016
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reflected backward stochastic differential equations
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Brownian motion
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Poisson random measure
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penalization
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Snell envelope
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Mokobodski's condition
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