Reflected Backward Stochastic Differential Equations Associated to Jump Markov Processes and Application to Partial Differential Equations
Autor: | Abdelkarim Oualaid, Khaled Bahlali, Youssef Ouknine |
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Rok vydání: | 2022 |
Předmět: | |
Zdroj: | Journal of Theoretical Probability. |
ISSN: | 1572-9230 0894-9840 |
DOI: | 10.1007/s10959-022-01212-x |
Databáze: | OpenAIRE |
Externí odkaz: |