Backward stochastic differential equations with rank-based data (Q1705560): Difference between revisions

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Latest revision as of 07:41, 15 July 2024

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Backward stochastic differential equations with rank-based data
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    Backward stochastic differential equations with rank-based data (English)
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    16 March 2018
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    backward stochastic differential equations
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    ranked particles
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    named particles
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    reflected Brownian motion
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    partial differential equations
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    viscosity solution
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