Reflected backward stochastic differential equation with jumps and random obstacle.
Hamadéne, S. ; Ouknine, Y.
Electronic Communications in Probability [electronic only], Tome 8 (2003), / Harvested from The Electronic Library of Mathematics
Publié le : 2003-01-01
EUDML-ID : urn:eudml:doc:122750
@article{01868604,
     title = {Reflected backward stochastic differential equation with jumps and random obstacle.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {8},
     year = {2003},
     zbl = {1015.60051},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01868604}
}
Hamadéne, S.; Ouknine, Y. Reflected backward stochastic differential equation with jumps and random obstacle.. Electronic Communications in Probability [electronic only], Tome 8 (2003) . http://gdmltest.u-ga.fr/item/01868604/