A note on optional Snell envelopes and reflected backward SDEs (Q2197605): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on optional Snell envelopes and reflected backward SDEs |
scientific article |
Statements
A note on optional Snell envelopes and reflected backward SDEs (English)
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1 September 2020
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optional Snell envelopes
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split stopping times
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reflected backward stochastic differential equations
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Mertens decomposition
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