Reflected and doubly reflected backward stochastic differential equations with time-delayed generators (Q1721913)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected and doubly reflected backward stochastic differential equations with time-delayed generators |
scientific article |
Statements
Reflected and doubly reflected backward stochastic differential equations with time-delayed generators (English)
0 references
13 February 2019
0 references
backward stochastic differential equation
0 references
time-delayed generator
0 references
Poisson point process
0 references
Mokobodski's hypothesis
0 references
fixed point theorem
0 references
comparison theorem
0 references
0 references
0 references
0 references
0 references
0 references
0 references
