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"Generalized reflected BSDEs driven by a Lévy process and an ..."

Yong Ren, Mohamed El Otmani (2010)

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DOI: 10.1016/J.CAM.2009.09.037

access: open

type: Journal Article

metadata version: 2021-02-16

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Yong Ren, Mohamed El Otmani:
Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition. J. Comput. Appl. Math. 233(8): 2027-2043 (2010)

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