Reflected backward stochastic differential equation with jumps and random obstacle.

Hamadéne, 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 -