Reflected backward stochastic differential equations with jumps (Q4236077)
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scientific article; zbMATH DE number 1268539
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| default for all languages | No label defined |
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| English | Reflected backward stochastic differential equations with jumps |
scientific article; zbMATH DE number 1268539 |
Statements
Reflected backward stochastic differential equations with jumps (English)
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17 August 1999
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penalization
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Poisson point process
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martingale representation theorem
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0.8990477919578552
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0.88418048620224
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0.8827633857727051
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0.8788853883743286
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0.8772937655448914
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