920 resultados para Obstacle au commerce
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v.102 (2004)
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t.7 (1847)
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t.8 (1848-1850)
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1994-1996
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t.6 (1845)
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copy 1
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In this paper we study one-dimensional reflected backward stochastic differential equation when the noise is driven by a Brownian motion and an independent Poisson point process when the solution is forced to stay above a right continuous left-hand limited obstacle. We prove existence and uniqueness of the solution by using a penalization method combined with a monotonic limit theorem.