Reflected backward stochastic differential equations with two RCLL barriers (Q5429586): Difference between revisions

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+Sur un problème de dynkin
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+Backward stochastic differential equations with reflection and Dynkin games
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+Q3925594
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Reflected BSDE's with discontinuous barrier and application
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+Backward SDEs with two barriers and continuous coefficient: an existence result
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+Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier
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+Adapted solution of a backward stochastic differential equation
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+The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles
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+Publication:5429586