Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (Q744977): Difference between revisions

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Latest revision as of 21:57, 10 July 2024

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Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs
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    Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (English)
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    12 October 2015
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    Skorokhod embedding problem
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    reflected forward-backward stochastic differential equations
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    Root barriers
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    obstacle problems
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    viscosity solutions
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