On a Class of Quadratic Growth RBSDE with Jumps and Its Application (Q3396377)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a Class of Quadratic Growth RBSDE with Jumps and Its Application |
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On a Class of Quadratic Growth RBSDE with Jumps and Its Application (English)
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18 September 2009
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backward stochastic differential equation (BSDE)
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Poisson random measure
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reflected BSDE (RBSDE)
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utility maximization
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