BSDEs with two RCLL reflecting barriers driven by a Lévy process (Q5882297)
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scientific article; zbMATH DE number 7663597
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| default for all languages | No label defined |
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| English | BSDEs with two RCLL reflecting barriers driven by a Lévy process |
scientific article; zbMATH DE number 7663597 |
Statements
15 March 2023
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doubly reflected BSDEs
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Lévy process
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stochastic Lipschitzian coefficient
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right continuous with left limited (RCLL) barrier
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0.9594573378562928
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0.9253187775611876
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0.8623074889183044
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0.8491522073745728
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0.8480080962181091
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