Reflected BSDEs driven by inhomogeneous simple Lévy processes with rcll barrier (Q2168956)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected BSDEs driven by inhomogeneous simple Lévy processes with rcll barrier |
scientific article |
Statements
Reflected BSDEs driven by inhomogeneous simple Lévy processes with rcll barrier (English)
0 references
29 August 2022
0 references
inhomogeneous simple Lévy processes
0 references
reflected BSDEs
0 references
stochastic Lipschitz coefficient
0 references
right continuous left-hand limited (rcll) obstacle
0 references
0 references
0 references
0 references
