Doubly reflected backward stochastic differential equations in the predictable setting (Q2116473): Difference between revisions
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Revision as of 21:30, 19 March 2024
scientific article
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English | Doubly reflected backward stochastic differential equations in the predictable setting |
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Doubly reflected backward stochastic differential equations in the predictable setting (English)
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17 March 2022
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doubly reflected backward stochastic differential equations
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predictable DRBSDEs
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non-quasi-left continuous
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Picard iteration method
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fixed point theorem
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