Reflected generalized BSDEs with discontinuous barriers driven by a Lévy process
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- Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition
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Cited in
(9)- Reflected BSDE's with discontinuous barrier and application
- Reflected generalized discontinuous BSDEs with rcll barrier and an obstacle problem of IPDE with nonlinear Neumann boundary conditions
- Irregular barrier reflected BSDEs driven by a Lévy process
- Reflected BSDE driven by a Lévy process
- The maximum of a Lévy process reflected at a general barrier
- Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition
- Generalized BSDE with two reflecting barriers
- Reflected generalized backward doubly SDEs driven by Lévy processes and applications
- Reflected backward doubly stochastic differential equations driven by Teugels martingales associated to a Lévy process with discontinuous barrier
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