Reflected backward stochastic differential equations driven by a Lévy process (Q5851002)
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scientific article; zbMATH DE number 5660749
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| English | Reflected backward stochastic differential equations driven by a Lévy process |
scientific article; zbMATH DE number 5660749 |
Statements
REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS (English)
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21 January 2010
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reflected backward stochastic differential equation
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partial differential-integral inclusion
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Lévy process
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Teugels martingale
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penalization method
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0.9487892389297484
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0.9262428879737854
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0.9082310199737548
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0.9070844054222108
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0.8966593742370605
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