scientific article; zbMATH DE number 1354281
zbMATH Open0942.60043MaRDI QIDQ4268612FDOQ4268612
Authors: Situ Rong 
Publication date: 28 October 1999
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Recommendations
stochastic controlstochastic differential equationsnonlinear filteringprocesses with jumpsreflection of processes
Filtering in stochastic control theory (93E11) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02)
Cited In (11)
- Existence and uniqueness of perturbed reflected jump diffusion processes
- Càdlàg Skorokhod problem driven by a maximal monotone operator
- On solutions of backward stochastic Volterra integral equations with jumps in Hilbert spaces
- An introduction to stochastic differential equations with reflection
- Boundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflections
- Skew Ornstein-Uhlenbeck processes with sticky reflection and their applications to bond pricing
- Stochastic differential equations with jump reflection at time-dependent barriers
- Stochastic population control and RSDE with jumps
- On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps
- Backward stochastic differential equations with two barriers and generalized reflection
- Mean reflected stochastic differential equations with jumps
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