A class of RBSDEs driven by Lévy processes

zbMATH Open1224.60147MaRDI QIDQ3072230FDOQ3072230

Authors: Qikang Ran 

Publication date: 5 February 2011

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zbMATH Keywords

penalization methodreflected backward stochastic differential equationsjumping timesLévy process

Mathematics Subject Classification ID

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

Cited In (2)

• BSDE with rcll reflecting barrier driven by a Lévy process
• Title not available (Why is that?)

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