Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps (Q5697668)

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scientific article; zbMATH DE number 2215374
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Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps
scientific article; zbMATH DE number 2215374

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    Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps (English)
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    18 October 2005
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    two-barrier problem
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    penalization method
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    Poisson random measure
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