Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process (Q6105320)
From MaRDI portal
scientific article; zbMATH DE number 7693663
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process |
scientific article; zbMATH DE number 7693663 |
Statements
Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process (English)
0 references
9 June 2023
0 references
reflected backward doubly stochastic differential equations
0 references
Lévy process
0 references
irregular barrier
0 references
penalization method
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
