scientific article; zbMATH DE number 5812589

MaRDI QIDQ3054671zbMATH OpenFDO

Authors Xiliang Fan, Yong Ren

Publication date 5 November 2010

zbMATH Keywords

doubly stochastic differential equationPoisson random measureSnell envelope

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(5)

• Reflected backward stochastic differential equation with jumps and random obstacle
• Reflected backward doubly stochastic differential equations with discontinuous coefficients
• Reflected backward stochastic differential equation with jumps and viscosity solution of second order integro-differential equation without monotonicity condition: case with the measure of Lévy infinite
• A multi-dimensional backward stochastic differential equation with oblique reflection and jumps
• Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison

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