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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| English | Reflected backward stochastic differential equations with jumps in time-dependent random convex domains |
scientific article; zbMATH DE number 7550685 |
Statements
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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0.9147260189056396
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0.9073302745819092
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0.8912115693092346
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0.884557843208313
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0.8827633857727051
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