Reflected backward stochastic differential equations with jumps and partial integro-differential variational inequalities
Date
2013Publishing date
2013Link to item file
http://hal.inria.fr/hal-00780601Dewey
Probabilités et mathématiques appliquéesSujet
dynamic risk-measures; optimal stopping; partial integro-differential variational inequality; viscosity solution; Reflected backward stochastic differential equations with jumpsCollections
Metadata
Show full item recordAuthor
Sulem, Agnès
Quenez, Marie-Claire
Dumitrescu, Roxana