Title of article :
Reflected backward stochastic differential equations driven by Le´vy processes
Author/Authors :
Yong Ren، نويسنده , , Lanying Hu، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2007
Pages :
8
From page :
1559
To page :
1566
Keywords :
Reflected backward stochastic differential equation , Teugels martingale , Le´vy process , Snell envelope
Journal title :
Statistics and Probability Letters
Serial Year :
2007
Journal title :
Statistics and Probability Letters
Record number :
141068
Link To Document :
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