Reflected backward stochastic differential equations with jumps in time-dependent random convex domains (Q5085836)

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scientific article; zbMATH DE number 7550685
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Reflected backward stochastic differential equations with jumps in time-dependent random convex domains
scientific article; zbMATH DE number 7550685

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    Reflected backward stochastic differential equations with jumps in time-dependent random convex domains (English)
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    30 June 2022
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    reflected backward stochastic differential equation
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    Poisson point process
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    time-dependent convex domain
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    penalization method
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