A class of RBSDEs driven by Lévy processes (Q3072230)
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scientific article; zbMATH DE number 5847224
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| default for all languages | No label defined |
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| English | A class of RBSDEs driven by Lévy processes |
scientific article; zbMATH DE number 5847224 |
Statements
5 February 2011
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Lévy process
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reflected backward stochastic differential equations
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jumping times
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penalization method
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0.8838479518890381
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0.8821666836738586
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0.8673269152641296
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0.8666134476661682
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0.8614523410797119
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