Reflected backward stochastic differential equation with jumps and random obstacle

Electronic Journal of Probability

Volumn 8, Issue , 2003, Pages 1-20

  Hamadene S ^a   Ouknine, Y ^b  

^a UNIVERSITÉ DU MAINE   (France)

^b FACULTÉ DES SCIENCES SEMLALIA   (Morocco)

Author keywords

Backward stochastic diffierential equation; Integral diffierential mixed control; Martingale representation theorem; Penalization; Poisson point process

Indexed keywords

EID: 3042649516     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v8-124     Document Type: Article

References (13)

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