Double-barriers-reflected BSDEs with jumps and viscosity solutions of parabolic integrodifferential PDEs.
Harraj, N., Ouknine, Y., Turpin, I. (2005)
Journal of Applied Mathematics and Stochastic Analysis
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Displaying similar documents to “Homogenization of semilinear PDEs with discontinuous averaged coefficients.”
Double-barriers-reflected BSDEs with jumps and viscosity solutions of parabolic integrodifferential PDEs.
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