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Backward SDEs with constrained jumps and quasi-variational inequalities

Backward SDEs with constrained jumps and quasi-variational inequalities

Kharroubi, Idris; Ma, Jin; Pham, Huyên; Zhang, Jianfeng

期刊名称The Annals of Probability
作者Kharroubi, Idris; Ma, Jin; Pham, Huyên; Zhang, Jianfeng
卷第38卷
期第2期
印刷ISSN0091-1798
文件大小447.46KB
发表时间2010-03
DOI10.1214/09-AOP496
页码794-840

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