Reflected BSDEs with nonpositive jumps, and controller-and-stopper games (Q2512848)
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scientific article; zbMATH DE number 6393559
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| English | Reflected BSDEs with nonpositive jumps, and controller-and-stopper games |
scientific article; zbMATH DE number 6393559 |
Statements
Reflected BSDEs with nonpositive jumps, and controller-and-stopper games (English)
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30 January 2015
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reflected backward stochastic differential equations
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minimal solution
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constrained jumps
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regime-switching jump-diffusion
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fully nonlinear variational inequalities
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stochastic differential controller-and-stopper games
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0.8487759828567505
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0.8362374901771545
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0.8285813331604004
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0.8285810947418213
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0.8270638585090637
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