A multi-dimensional backward stochastic differential equation with oblique reflection and jumps (Q2916244)
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scientific article; zbMATH DE number 6090805
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| English | A multi-dimensional backward stochastic differential equation with oblique reflection and jumps |
scientific article; zbMATH DE number 6090805 |
Statements
5 October 2012
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backward stochastic differential equations
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reflected backward stochastic differential equations
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optimal switching control
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0.94668883
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0.9372917
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0.93466645
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0.9289178
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0.9271452
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0.9264616
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A multi-dimensional backward stochastic differential equation with oblique reflection and jumps (English)
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