{"entities":{"Q338066":{"pageid":339833,"ns":120,"title":"Item:Q338066","lastrevid":61070925,"modified":"2026-04-10T20:59:28Z","type":"item","id":"Q338066","labels":{"en":{"language":"en","value":"An existence theorem for multidimensional BSDEs with mixed reflections"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6647540"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q338066$2D8AD0F1-28FF-4B81-8DC5-E736ADFDE941","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"6a1e49f9cf9cd8fb7941187cfbe23e04d623f651","datavalue":{"value":{"text":"An existence theorem for multidimensional BSDEs with mixed reflections","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q338066$CC0FAA05-16CD-4DF2-87A5-F38500790BA9","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"adbb748e468dfd30d07a6cd57dcbfef1cfcdf5e6","datavalue":{"value":"1356.60094","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q338066$68295824-D1E7-4E2B-9FE1-B1CDC409E7AD","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"5a5c9e0c6a7a2a0cb7662cbf32d2a100f29f5641","datavalue":{"value":{"entity-type":"item","numeric-id":251665,"id":"Q251665"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q338066$F74A3725-96B9-443D-9BA4-97FD078ED733","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"369566a211c5bb2ce48d582092c13af2a18b518f","datavalue":{"value":{"time":"+2016-11-03T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q338066$FBA17FFA-0B2F-486B-B041-508F1B0FF0FB","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"3b7fe1893e60a18dc258e15c9b4a7a571da0a4c6","datavalue":{"value":{"entity-type":"item","numeric-id":367456,"id":"Q367456"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q338066$76E068EF-655A-4EAE-A142-EC0998F4E9BD","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1355fbb4f7dce5b1a2a667a659d4b16ecef07e4","datavalue":{"value":"60H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q338066$726919A8-CFEC-4CEF-A1A2-8D8C46BC2A1E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"772afcc76afc6ed455612e61ae15c7b17b2b953a","datavalue":{"value":"60H30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q338066$17CEF608-4545-45AC-A69F-33F09E66A69F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"96985b9b4d60c0f935f371b2243a7deeef976496","datavalue":{"value":"60G40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q338066$A9CF48F7-3461-4344-8411-A557ADA23460","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"3b27a9dd329983c5b25a374d752bed299934c73d","datavalue":{"value":"60J65","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q338066$F8D34B09-0C53-459D-B523-C052DE2F5FF0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9fa3e81bd1d73482efe437e765d72accba82d844","datavalue":{"value":"91G80","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q338066$ED19D0E6-7415-4A0E-8000-D548570A04DB","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"62852770c77d1c54ac022488ca542be0327294eb","datavalue":{"value":"6647540","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q338066$87F4CFEA-999E-46F3-A43A-F5DF3242BBE9","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"007c025dd9070308c201e699a756651b3f629ef4","datavalue":{"value":"reflected backward stochastic differential equation","type":"string"},"datatype":"string"},"type":"statement","id":"Q338066$8F4CCA30-30F3-4546-8A30-D96674CD993A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fa618d636b015b9d6ee51e968b8d23809d8aaeca","datavalue":{"value":"optimal switching","type":"string"},"datatype":"string"},"type":"statement","id":"Q338066$A67B71D8-0696-446D-9E73-49166CF0127C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"83df7db5b8de3b68e30fb4a893c91a6aa3ebf3c0","datavalue":{"value":"optimal stopping","type":"string"},"datatype":"string"},"type":"statement","id":"Q338066$57823408-6BD4-4AEC-94AD-E2D504806F08","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0cfcf89763746824283a4ca1776f2a4b053c1c1b","datavalue":{"value":"pricing model","type":"string"},"datatype":"string"},"type":"statement","id":"Q338066$7BFFDB46-2064-469D-AE25-CFAC75374663","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fc894d6f7ca9b4b87857e5aa5ba3fa1225bfbd36","datavalue":{"value":"real option","type":"string"},"datatype":"string"},"type":"statement","id":"Q338066$57DE4692-1B79-46E7-95A0-51751CEE834A","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"1c751835ef07467509270d6ab7904e44c51f2d20","datavalue":{"value":{"entity-type":"item","numeric-id":2025186,"id":"Q2025186"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q338066$286037B9-A405-4800-B75D-00EE03E06EAA","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q338066$E7B1CFDB-CDF9-40D0-9A40-3230C42EF11B","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"49e59cc10fb6bc7a5fe5934efbf401eb7956e1e4","datavalue":{"value":"https://doi.org/10.1016/j.crma.2016.09.015","type":"string"},"datatype":"url"},"type":"statement","id":"Q338066$0F2388D1-6459-4BFD-915D-997722FC129B","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"19029e2397f3b11f657399781b03273d461915ad","datavalue":{"value":"W2536150673","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q338066$48803B9D-C690-4446-8E98-56513D5549A2","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"1bd2a63be8817d020e0feee2fd8d907d9a25e040","datavalue":{"value":{"entity-type":"item","numeric-id":2485475,"id":"Q2485475"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q338066$BD014C5B-858C-40FD-9A6B-4CBA6240F63A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c2a279c25deb5c8409764d14c754fefe5ca888c3","datavalue":{"value":{"entity-type":"item","numeric-id":3617303,"id":"Q3617303"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q338066$86A8F76C-9B60-4B18-A6C2-FD4150233E85","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d3f355d160f8337369d808a3c9b8905f85d75d83","datavalue":{"value":{"entity-type":"item","numeric-id":674517,"id":"Q674517"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q338066$41CE05DE-CCD4-4385-A61D-7A0D5906A7C7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6ea3b584cdbadc37435393910fea87788f2124e6","datavalue":{"value":{"entity-type":"item","numeric-id":1356364,"id":"Q1356364"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q338066$F1AD5943-ECC2-4ACC-BD1B-A5C382E77FEC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9fc55aa8694a5d4424f76ab24b4281b8b6032c49","datavalue":{"value":{"entity-type":"item","numeric-id":4796604,"id":"Q4796604"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q338066$C650196E-4449-4576-A53C-51168EFDF2CA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c7dca3550cb4186e285158ea3441d2515a49c42b","datavalue":{"value":{"entity-type":"item","numeric-id":5388024,"id":"Q5388024"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q338066$4839CEBD-DE08-49D6-8B0D-940BA10C7477","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"18a2a87eac247238e47d6710765ff34883eeea1a","datavalue":{"value":{"entity-type":"item","numeric-id":963029,"id":"Q963029"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q338066$03B0EAB1-EF17-44DF-B6DF-DA90B4248D06","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"591be79bf62ffe09f139b31934c13eab4fbd30ce","datavalue":{"value":{"entity-type":"item","numeric-id":2380763,"id":"Q2380763"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q338066$92C6C491-9CB1-48AC-9F31-3E6D6DAF97E1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c0b1a70a35697f232b2cddeaf8ae485f3da1c29e","datavalue":{"value":{"entity-type":"item","numeric-id":2499673,"id":"Q2499673"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q338066$F416B037-2E9E-4CD7-9BC8-0CDE4D7A3859","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"74d60191247bd8aee0f3d39620bcb1bff11be44d","datavalue":{"value":{"entity-type":"item","numeric-id":1291953,"id":"Q1291953"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q338066$62FA0111-30EF-4003-8672-8B99177D59E6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bb814d7f3fc992d44fb18023303e73134d5a56ed","datavalue":{"value":{"entity-type":"item","numeric-id":2485327,"id":"Q2485327"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q338066$ADFAD4E8-95FF-4C85-975E-6F2D43BE83FE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4af11f3034204754481ad84371ac0826c3d23ed6","datavalue":{"value":{"entity-type":"item","numeric-id":836863,"id":"Q836863"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q338066$B055BE83-4E98-408F-9950-57C1E3F87238","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"24932e50f577ddaf5e1084285009b76c47e01403","datavalue":{"value":{"entity-type":"item","numeric-id":3224965,"id":"Q3224965"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q338066$D202AC25-DD2F-4828-9152-B4CA1CD89BCF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c69eaf384098310f8b5d454584abe20dd2e81eb9","datavalue":{"value":{"entity-type":"item","numeric-id":2482122,"id":"Q2482122"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q338066$AB666C52-1985-462F-8EB6-DF6A7CFCE61E","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"6c18d409177f473712013cb999e22831268cba29","datavalue":{"value":"10.1016/J.CRMA.2016.09.015","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q338066$A24EED70-2C67-4140-89F9-5D0A6E42CDDF","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ea72236814206645991df414e5c3dc0b74606d38","datavalue":{"value":{"entity-type":"item","numeric-id":638252,"id":"Q638252"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"60c1a80bd1d87061bee45ec050503b8fd8a09520","datavalue":{"value":{"amount":"+0.9481902","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q338066$3FC449AB-6A9D-4F80-8583-6EF2625581FC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d69049c4a4f9089f046f066cae258bfcbb0ceaa3","datavalue":{"value":{"entity-type":"item","numeric-id":3193760,"id":"Q3193760"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9e6db2cd711e7f0b4716811d0b90c54d852c8161","datavalue":{"value":{"amount":"+0.93569255","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q338066$8525CCDB-52D4-4A39-8DEE-EA16F9C2F3D9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"72ec41f2936f53890883fb51af09e9e7db40d2ef","datavalue":{"value":{"entity-type":"item","numeric-id":554228,"id":"Q554228"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"030886a218e8c4fb71c4e28c58348b6869f64172","datavalue":{"value":{"amount":"+0.9270841","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q338066$ABBEDA6F-8719-4C0C-B28C-FB0CB01DE95E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c28f235d98991958318d2e72628ab12572f379b6","datavalue":{"value":{"entity-type":"item","numeric-id":6137382,"id":"Q6137382"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4607fa99c5d3ff8bc85dedefefb61a4681d563c0","datavalue":{"value":{"amount":"+0.9245903","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q338066$13D0033F-D2AF-474F-A0DD-9B4231FA3F06","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9be381c4946477705fdc72002042c718cf24a6d9","datavalue":{"value":{"entity-type":"item","numeric-id":2482122,"id":"Q2482122"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"43fa329325b65cc9c4f11e649a58ec3460eaff68","datavalue":{"value":{"amount":"+0.91833687","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q338066$E2D16FF5-922F-4EC9-8857-7A377328EA76","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ac8f6762e00127d58d751fc9f7c9b394bea9faca","datavalue":{"value":{"entity-type":"item","numeric-id":2499673,"id":"Q2499673"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"292d23668f6eb5111fa93b6b7e127929ccc33d70","datavalue":{"value":{"amount":"+0.91636693","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q338066$3BE335DC-EDF4-4EA0-8627-40F86FA052A8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"26e64fdcb77f037d7904cda88cfae9e094640229","datavalue":{"value":{"entity-type":"item","numeric-id":3051742,"id":"Q3051742"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7cae1e45557fb0d6aa1efbd70f1810cad4db87a1","datavalue":{"value":{"amount":"+0.91065943","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q338066$8F913F6E-C5DC-435B-BFB3-B45B6264CB3E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4c1e7f9bfe7d1b6eb9b103a3dced9ed0938f89a3","datavalue":{"value":{"entity-type":"item","numeric-id":6062261,"id":"Q6062261"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cb37be0db04d15064811e642464885cf93f42066","datavalue":{"value":{"amount":"+0.9071857","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q338066$B79C713E-94D6-4888-BE8E-6500A4F32A78","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"550ef9b58d35689698bb540ce6d270a3b14fdd5f","datavalue":{"value":{"entity-type":"item","numeric-id":6064077,"id":"Q6064077"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ca0b2ae274eae04555681abb37e9199bdc852dd4","datavalue":{"value":{"amount":"+0.90673745","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q338066$6879243E-07B2-4779-AED3-0B523C3CAEB9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"772f630b7308cd14f3b56bba78707620e0d92526","datavalue":{"value":{"entity-type":"item","numeric-id":4928053,"id":"Q4928053"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1edc9551c796f198f9f36dc3c579616687f96073","datavalue":{"value":{"amount":"+0.9014384","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q338066$C7DB605A-C4AD-4E9A-9E55-E41D152AFA38","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"0fe39735170869f5e4bec0fb98dcbc3bb0631b04","datavalue":{"value":"In this note, the author considers a pricing model, where the investor has the possibility to switch between different investment modes and to abandon the investment project before maturity. The value of the option can be obtained from a system of reflected BSDEs. It is shown that this system admits a (component-wise) minimal solution.NEWLINENEWLINEIn comparison to a former work on the subject by \\textit{S. Tang} et al. [SIAM J. Control Optim. 49, No. 6, 2279--2317 (2011; Zbl 1235.93263)], the price process is bounded from below by a barrier (and not from above) and the driver of the BSDEs is only left-Lipschitz in \\(y\\) instead of Lipschitz. The lack of a uniqueness result in the present framework comes from these relaxed assumptions.","type":"string"},"datatype":"string"},"type":"statement","id":"Q338066$C2D15E5A-3ED8-44DE-A38E-13FACFA9F7F4","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"An existence theorem for multidimensional BSDEs with mixed reflections","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/An_existence_theorem_for_multidimensional_BSDEs_with_mixed_reflections"}}}}}