Reflected BSDEs with random default time and related mixed optimal stopping-control problems (Q1945980): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected BSDEs with random default time and related mixed optimal stopping-control problems |
scientific article |
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Reflected BSDEs with random default time and related mixed optimal stopping-control problems (English)
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17 April 2013
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backward stochastic differential equation
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random default time
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mixed optimal stopping-control problem
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