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Keywords: 35R60
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Journal Articles
Arab Journal of Mathematical Sciences (2025) 31 (1): 82–95.
Published: 18 January 2024
... Backward stochastic differential equation with jumps Gelfand triple Yosida approximation 60H15 35R60 93E20 Backward stochastic differential equation (BSDE) was performed first by Pardoux and Peng [ 1 ] who proved the existence and uniqueness of adapted solutions, under suitable square...
Journal Articles
Arab Journal of Mathematical Sciences (2022) 28 (1): 2–36.
Published: 16 February 2021
... the existence of processes using Envelope Snell to find an optimal strategy of our control problem. Impulse control Infinite horizon Jumps Reflected backward stochastic differential equations Double barrier Constructive method of the solution 93E20 60G40 35R60 The extension to the case...
