most citedReflected backward stochastic differential equations with jumps in time-dependent random convex domains

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math.PR2015★ 1 cited

Reflected backward stochastic differential equations with jumps in time-dependent random convex domains

Imade Fakhouri, Youssef Ouknine, Yong Ren

In this paper, we study a class of multi-dimensional reflected backward stochastic differential equations when the noise is driven by a Brownian motion and an independent Poisson p…