Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle (Q6062261)

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scientific article; zbMATH DE number 7772700
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Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle
scientific article; zbMATH DE number 7772700

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    Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle (English)
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    30 November 2023
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    reflected BSDE
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    multivariate point process
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    mertens decomposition
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    right upper-semicontinuous obstacle
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