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Latest revision as of 21:24, 5 March 2024
scientific article; zbMATH DE number 5257599
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 5257599 |
Statements
3 April 2008
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reflected backward stochastic differential equation
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random terminal time
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discrete approximation scheme
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PDE with obstacle
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viability
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