Multi-dimensional BSDE with oblique reflection and optimal switching (Q2380763): Difference between revisions

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Latest revision as of 16:56, 2 July 2024

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Multi-dimensional BSDE with oblique reflection and optimal switching
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    Multi-dimensional BSDE with oblique reflection and optimal switching (English)
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    12 April 2010
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    multi-dimensional backward stochastic differential equation
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    penalization method
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    monotone convergence
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    a priori estimates
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    optimal switching problem
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    viscosity solution
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