A note on the doubly reflected backward stochastic differential equations driven by a Lévy process

DOI10.1016/j.spl.2010.01.001zbMath1193.60077MaRDI QIDQ962029

Yong Ren, Xiliang Fan, Dongjin Zhu

Publication date: 1 April 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.01.001

Mathematics Subject Classification ID

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

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