Representation of non-Markovian optimal stopping problems by constrained BSDEs with a single jump (Q287772): Difference between revisions

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Revision as of 23:55, 4 March 2024

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Representation of non-Markovian optimal stopping problems by constrained BSDEs with a single jump
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    Representation of non-Markovian optimal stopping problems by constrained BSDEs with a single jump (English)
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    23 May 2016
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    optimal stopping
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    backward stochastic differential equations
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    randomized stopping
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