Abstract
Abstract In this paper, we consider a class of one-dimensional reflected Backward Stochastic Differential Equation (BSDE for short) when the noise is driven by a Brownian motion and an independent Poisson point process. Using a stochastic variational inequality, we characterize its solution.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
