JOURNAL ARTICLE

Mean reflected backward stochastic differential equations with jumps in a convex domain

Hongchao Qian

Year: 2025 Journal:   Statistics & Probability Letters Vol: 223 Pages: 110426-110426   Publisher: Elsevier BV
Keywords:
Mathematics Stochastic differential equation Regular polygon Domain (mathematical analysis) Applied mathematics Mathematical analysis Calculus (dental) Geometry

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Topics

Stochastic processes and financial applications
Social Sciences →  Economics, Econometrics and Finance →  Finance
Advanced Mathematical Modeling in Engineering
Physical Sciences →  Computer Science →  Computational Theory and Mathematics
Differential Equations and Numerical Methods
Physical Sciences →  Mathematics →  Numerical Analysis

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