Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time (Q388138): Difference between revisions

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Latest revision as of 04:49, 7 July 2024

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Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time
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    Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time (English)
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    19 December 2013
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    backward stochastic differential equations
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    oblique reflection
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    optimal switching
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    unbounded stopping time
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    switching problem
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