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20132026
most citedA Weak Dynamic Programming Principle for Combined Optimal Stopping and Stochastic Control with - expectations

4 citations · 21 across the 17 of their papers we have counts for

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Showing 2015 · math.PRShow all

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math.PR2015

Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles

Roxana Dumitrescu, Céline Labart

We introduce a discrete time reflected scheme to solve doubly reflected Backward Stochastic Differential Equations with jumps (in short DRBSDEs), driven by a Brownian motion and an…