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Author Dumitrescu, Roxana (1)Quenez, Marie-Claire (1)Sulem, Agnès (1)Subject Backward stochastic differential equations with jumps (1)

comparison theorem (1)

Double barrier reflected BSDEs (1)Dynkin games (1)g-expectation (1)partial integro-differential variational inequalities (1)viscosity solution (1)... Plus d'options Date Issued 2013 (1)Type de document

Rapport (1)

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Double barrier reflected BSDEs with jumps and generalized Dynkin games

Sulem, Agnès; Quenez, Marie-Claire; Dumitrescu, Roxana (2013) Rapport

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