JOURNAL ARTICLE

Lp Solutions of Reflected Backward Stochastic Differential Equations with Jumps

Song Yao

Year: 2016 Journal:   SSRN Electronic Journal   Publisher: RELX Group (Netherlands)
Keywords:
Stochastic differential equation Mathematics Applied mathematics Mathematical analysis Mathematical economics

Metrics

4
Cited By
0.00
FWCI (Field Weighted Citation Impact)
35
Refs
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Stochastic processes and financial applications
Social Sciences β†’  Economics, Econometrics and Finance β†’  Finance

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