Reflected Backward Stochastic Differential Equations Associated to Jump Markov Processes and Application to Partial Differential Equations

Autor: Abdelkarim Oualaid, Khaled Bahlali, Youssef Ouknine
Rok vydání: 2022
Předmět:
Zdroj: Journal of Theoretical Probability.
ISSN: 1572-9230
0894-9840
DOI: 10.1007/s10959-022-01212-x
Databáze: OpenAIRE