Reflected backward stochastic differential equation with jumps and random obstacle
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Publication:1858672
zbMath1015.60051MaRDI QIDQ1858672
Said Hamadène, Youssef Ouknine
Publication date: 13 February 2003
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/122750
penalizationbackward stochastic differential equationPoisson point processmartingale representation theoremintegral-differential mixed control
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic analysis (60H99) Stochastic integral equations (60H20)
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