Reflected backward doubly stochastic differential equations with discontinuous generator-Reference-Cited by-同舟云学术

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Reflected backward doubly stochastic differential equations with discontinuous generator

Published:2012-01-01 Issue:2 Volume:20 Page:
ISSN:0926-6364
Container-title:Random Operators and Stochastic Equations
language:
Short-container-title:

Author:

Aman Auguste,Owo Jean Marc

Publisher

Walter de Gruyter GmbH

Subject

Statistics and Probability,Analysis

Link

https://www.degruyter.com/document/doi/10.1515/rose-2012-0005/pdf

Cited by 11 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process;Bulletin des Sciences Mathématiques;2023-09

2. Two-barriers reflected backward doubly SDEs beyond right continuity;Random Operators and Stochastic Equations;2022-10-26

3. RBDSDEs with jumps and optional Barrier and mean field game with common noise;Stochastics;2022-08-30

4. L^p-Solutions of backward doubly SDEs with continuous and stochastic linear growth coefficients and p ∈ (1,2);Communications in Statistics - Simulation and Computation;2022-05-09

5. Reflected backward doubly stochastic differential equations with discontinuous barrier;Stochastics;2019-11-17

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