Irregular barrier reflected BSDEs driven by a Lévy process (Q6135043)
From MaRDI portal
scientific article; zbMATH DE number 7717090
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Irregular barrier reflected BSDEs driven by a Lévy process |
scientific article; zbMATH DE number 7717090 |
Statements
Irregular barrier reflected BSDEs driven by a Lévy process (English)
0 references
25 July 2023
0 references
reflected backward stochastic differential equations
0 references
Lévy process
0 references
irregular barrier
0 references
predictable representation for Lévy processes
0 references
mertens decomposition
0 references
optimal stopping problem
0 references
0 references
0 references
0 references
0 references
0 references
