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

Hongchao Qian

doi:10.1016/j.spl.2025.110426

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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

DOI: 10.1016/j.spl.2025.110426

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Keywords:

Mathematics Stochastic differential equation Regular polygon Domain (mathematical analysis) Applied mathematics Mathematical analysis Calculus (dental) Geometry

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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

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

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