Constrained BSDEs, viscosity solutions of variational inequalities and their applications (Q1941672): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constrained BSDEs, viscosity solutions of variational inequalities and their applications |
scientific article |
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Constrained BSDEs, viscosity solutions of variational inequalities and their applications (English)
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21 March 2013
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backward stochastic differential equation with a constraint
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viscosity solution
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variational inequality
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