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Reflected backward stochastic differential equations with jumps in time-dependent random convex domains |
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| Authors: | Imade Fakhouri Youssef Ouknine Yong Ren |
| Affiliation: | 1. LIBMA, Faculty of Sciences Semlalia, Department of Mathematics, Cadi Ayyad University, Marrakesh, Morocco.;2. Department of Mathematics, Anhui Normal University, Wuhu, China. |
| Abstract: | |
| Keywords: | Reflected backward stochastic differential equation Poisson point process time-dependent convex domain penalization method |