A class of RBSDEs driven by Lévy processes

MaRDI QIDQ3072230zbMATH OpenFDO

Authors Qikang Ran

Publication date 5 February 2011

zbMATH Keywords

penalization methodreflected backward stochastic differential equationsjumping timesLévy process

Mathematics Subject Classification ID

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

Recommendations

• A note on the reflected backward stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition
• Reflected BSDE driven by a Lévy process
• Reflected backward stochastic differential equations driven by a Lévy process
• Reflected backward stochastic differential equations driven by a Lévy process
• BSDE with rcll reflecting barrier driven by a Lévy process

Cited in

(2)

• BSDE with rcll reflecting barrier driven by a Lévy process
• scientific article; zbMATH DE number 6178028 (Why is no real title available?)

This page was built for publication: A class of RBSDEs driven by Lévy processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3072230)