Reflected and doubly reflected BSDEs for Lévy processes: solutions and comparison
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Publication:966535
DOI10.1007/s10255-009-9179-xzbMath1197.60058OpenAlexW2159587636MaRDI QIDQ966535
Publication date: 23 April 2010
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-009-9179-x
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40) Ordinary differential equations and systems with randomness (34F05)
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