Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle
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Publication:6062261
DOI10.1515/rose-2023-2019zbMath1525.60069arXiv2310.00190MaRDI QIDQ6062261
Mohamed Marzougue, Brahim Baadi
Publication date: 30 November 2023
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2310.00190
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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