Reflected backward stochastic partial differential equations with jumps in a convex domain

DOI10.1016/j.spl.2019.04.019zbMath1433.60063OpenAlexW2945541237MaRDI QIDQ2322656

Xue Yang

Publication date: 5 September 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2019.04.019

zbMATH Keywords

convexitybackward stochastic partial differential equationsPoisson random measuresreflection problem

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57)

Related Items (1)

Reflected backward stochastic partial differential equations in a convex domain

Cites Work

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• White noise driven quasilinear SPDEs with reflection
• Backward doubly SDEs and semilinear stochastic PDEs in a convex domain
• Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions
• Singular Control and Optimal Stopping of SPDEs, and Backward SPDEs with Reflection
• Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields

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