Weak solutions of semilinear PIDE's with obstacle(s) in Sobolev spaces and their probabilistic interpretation via the RFBSDE's with jumps and DRFBSDE's with jumps (Q3167296)
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scientific article; zbMATH DE number 6101415
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| English | Weak solutions of semilinear PIDE's with obstacle(s) in Sobolev spaces and their probabilistic interpretation via the RFBSDE's with jumps and DRFBSDE's with jumps |
scientific article; zbMATH DE number 6101415 |
Statements
2 November 2012
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semilinear partial integro-differential equation
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reflected backward stochastic differential equations with jumps
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Sobolev spaces
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doubly reflected backward stochastic differential equations with jumps
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penalization method
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double penalization method
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0.9363443851470948
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0.8828616142272949
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0.844081699848175
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0.80716472864151
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