# Reflected backward stochastic differential equation with jumps and random obstacle.

Electronic Journal of Probability [electronic only] (2003)

- Volume: 8, page Paper No. 2, 20 p., electronic only-Paper No. 2, 20 p., electronic only
- ISSN: 1083-589X

## Access Full Article

top## How to cite

topHamadéne, S., and Ouknine, Y.. "Reflected backward stochastic differential equation with jumps and random obstacle.." Electronic Journal of Probability [electronic only] 8 (2003): Paper No. 2, 20 p., electronic only-Paper No. 2, 20 p., electronic only. <http://eudml.org/doc/122750>.

@article{Hamadéne2003,

author = {Hamadéne, S., Ouknine, Y.},

journal = {Electronic Journal of Probability [electronic only]},

keywords = {backward stochastic differential equation; penalization; Poisson point process; martingale representation theorem; integral-differential mixed control},

language = {eng},

pages = {Paper No. 2, 20 p., electronic only-Paper No. 2, 20 p., electronic only},

publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},

title = {Reflected backward stochastic differential equation with jumps and random obstacle.},

url = {http://eudml.org/doc/122750},

volume = {8},

year = {2003},

}

TY - JOUR

AU - Hamadéne, S.

AU - Ouknine, Y.

TI - Reflected backward stochastic differential equation with jumps and random obstacle.

JO - Electronic Journal of Probability [electronic only]

PY - 2003

PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham

VL - 8

SP - Paper No. 2, 20 p., electronic only

EP - Paper No. 2, 20 p., electronic only

LA - eng

KW - backward stochastic differential equation; penalization; Poisson point process; martingale representation theorem; integral-differential mixed control

UR - http://eudml.org/doc/122750

ER -

## NotesEmbed ?

topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.