Multi-dimensional BSDE with oblique reflection and optimal switching (Q2380763): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-dimensional BSDE with oblique reflection and optimal switching |
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Multi-dimensional BSDE with oblique reflection and optimal switching (English)
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12 April 2010
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multi-dimensional backward stochastic differential equation
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penalization method
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monotone convergence
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a priori estimates
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optimal switching problem
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viscosity solution
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