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pro vyhledávání: '"Mohammed Elhachemy"'
Autor:
Mohammed Elhachemy, Mohamed El Otmani
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 10, Iss 1, Pp 77-110 (2022)
Reflected generalized backward stochastic differential equations (BSDEs) with one discontinuous barrier are investigated when the noise is driven by a Brownian motion and an independent Poisson measure. The existence and uniqueness of the solution ar
Externí odkaz:
https://doaj.org/article/2e814c8253134cc1acdbfee59d58c4e8
