JOURNAL ARTICLE

Reflected backward stochastic partial differential equations with jumps in a convex domain

Xue Yang

Year: 2019 Journal:   Statistics & Probability Letters Vol: 152 Pages: 126-136   Publisher: Elsevier BV
Keywords:
Mathematics Uniqueness Domain (mathematical analysis) Stochastic differential equation Mathematical analysis Regular polygon Brownian motion Stochastic partial differential equation Measure (data warehouse) Class (philosophy) Poisson distribution Partial differential equation Applied mathematics Geometry Statistics

Metrics

5
Cited By
0.60
FWCI (Field Weighted Citation Impact)
14
Refs
0.70
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Stochastic processes and financial applications
Social Sciences →  Economics, Econometrics and Finance →  Finance
Statistical Methods and Inference
Physical Sciences →  Mathematics →  Statistics and Probability
Probabilistic and Robust Engineering Design
Social Sciences →  Decision Sciences →  Statistics, Probability and Uncertainty

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