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Ditemukan 1 dari pencarian Anda melalui kata kunci: author=Qian, Hongchao
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Reflected backward stochastic partial differential equations driven by Teugel…
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Qian, Hongchao

In this paper, we study a class of multi-dimensional reflected backward stochastic partial differential equations (RBSPDEs) driven by the Teugels martingales related to a Lévy process. The solutions to these equations are constrained to take values within a bounded convex domain in . By employing the penalization method, we establish the existence and uniqueness of solutions. Finally, two il…

Edisi
2025, Article number: 99
ISBN/ISSN
16872770
Deskripsi Fisik
Hal. 1-15
Judul Seri
Boundary Value Problems
No. Panggil
-