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

Xue Yang

doi:10.1016/j.spl.2019.04.019

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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

DOI: 10.1016/j.spl.2019.04.019

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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

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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

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

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