A doubly reflected backward stochastic differential equation driven by a Lévy process (Q3072080)
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scientific article; zbMATH DE number 5847058
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| English | A doubly reflected backward stochastic differential equation driven by a Lévy process |
scientific article; zbMATH DE number 5847058 |
Statements
5 February 2011
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reflected backward stochastic differential equation
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Teugels martingale
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Lévy process
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Snell envelope
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0.9232715964317322
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0.918883502483368
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0.91788911819458
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0.9047904014587402
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0.9025910496711732
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