BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game (Q850396)
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scientific article; zbMATH DE number 5070624
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| English | BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game |
scientific article; zbMATH DE number 5070624 |
Statements
BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game (English)
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3 November 2006
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Backward stochastic differential equation
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Poisson measure
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Dynkin game
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Mokobodzki's condition
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0.8909853100776672
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0.8850384950637817
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0.8655980825424194
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0.8612402677536011
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