Reflected backward stochastic differential equation with jumps and RCLL obstacle

Bulletin des Sciences Mathematiques

Volumn 132, Issue 8, 2008, Pages 690-710

  Essaky, E H ^a  

^a CADI AYYAD UNIVERSITY   (Morocco)

Author keywords

Martingale representation theorem; Monotonic limit theorem; Penalization; Poisson point process; Reflected backward stochastic differential equation

Indexed keywords

EID: 56349154556     PISSN: 00074497     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.bulsci.2008.03.005     Document Type: Article

References (17)

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