BSDEs with jumps and two completely separated irregular barriers in a general filtration (Q4989417)
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scientific article; zbMATH DE number 7350825
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| English | BSDEs with jumps and two completely separated irregular barriers in a general filtration |
scientific article; zbMATH DE number 7350825 |
Statements
25 May 2021
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doubly reflected backward stochastic differential equations
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optional barriers
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general filtration
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stochastic Lipschitz coefficient
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penalization method
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0.9017128944396972
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0.8764575123786926
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0.8700913786888123
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0.8697485327720642
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0.8645485639572144
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