Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections

Author: Elie Romuald   Kharroubi Idris  

Publisher: Edp Sciences

E-ISSN: 1262-3318|18|issue|233-250

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.18, Iss.issue, 2014-07, pp. : 233-250

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Abstract