Reflected BSDEs with jumps in time-dependent convex càdlàg domains
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DOI: 10.1016/j.spa.2020.06.001
Abstract: Abstract In the first part of the paper, we study the unique solvability of multidimensional reflected backward stochastic differential equations (RBSDEs) of Wiener–Poisson type with reflection in the inward spatial normal direction of a time-dependent… read more here.
Keywords: reflected bsdes; time; convex; time dependent ... See more keywords