Reflected BSDEs driven by inhomogeneous simple Lévy processes with rcll barrier (Q2168956)
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scientific article; zbMATH DE number 7576913
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| English | Reflected BSDEs driven by inhomogeneous simple Lévy processes with rcll barrier |
scientific article; zbMATH DE number 7576913 |
Statements
Reflected BSDEs driven by inhomogeneous simple Lévy processes with rcll barrier (English)
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29 August 2022
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inhomogeneous simple Lévy processes
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reflected BSDEs
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stochastic Lipschitz coefficient
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right continuous left-hand limited (rcll) obstacle
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0.9579902291297911
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0.8828556537628174
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0.8760715126991272
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0.8743970394134521
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0.8613874316215515
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