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A note on the reflected backward stochastic differential equations driven by a Levy process with sto
  • ISSN号：0096-3003
  • 期刊名称：Applied Mathematics and Computation
  • 时间：0
  • 页码：4325-4332
  • 相关项目：由Lévy过程驱动的几类倒向随机微分方程研究
作者： Hu Lanying|Ren Yong|
同期刊论文项目
由Lévy过程驱动的几类倒向随机微分方程研究
期刊论文 42
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由Levy过程驱动的双重反射型倒向随机微分方程(英文)
由Levy过程驱动的双边反射型倒向随机微分方程的一般结果
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由Levy过程驱动的反射型倒向随机微分方程
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右半直线上依分布收敛独立随机环境中随机游动的吸收概率
负相关样本平滑移动过程的矩完全收敛性（英文）
由Lévy过程驱动的双重反射型倒向随机微分方程（英文）
B值行独立随机元阵列的矩完全收敛性
相依样本平滑移动过程的矩完全收敛性
随机环境中马氏链的状态周期
一类具非线性边值条件的双参数奇摄动问题
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由Lévy过程驱动的双边反射型倒向随机微分方程的一般结果