Reflected generalized BSDE with jumps under stochastic conditions and an obstacle problem for integral-partial differential equations with nonlinear Neumann boundary conditions (Q6143169)
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scientific article; zbMATH DE number 7793735
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected generalized BSDE with jumps under stochastic conditions and an obstacle problem for integral-partial differential equations with nonlinear Neumann boundary conditions |
scientific article; zbMATH DE number 7793735 |
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Reflected generalized BSDE with jumps under stochastic conditions and an obstacle problem for integral-partial differential equations with nonlinear Neumann boundary conditions (English)
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23 January 2024
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backward stochastic differential equations (BSDEs)
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nonlinear Neumann boundary conditions
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obstacle
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reflected BSDE
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stochastic Lipschitz
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stochastic monotone
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viscosity solution
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